What counts as completing Jimmy's quest? Whenever I enter the changing room, the dude just takes the big towel automatically. I've already done the thing where I threw the keys at her
Jimmy's quest is to do with the keys. If the girls can play volleyball and you've taken the big towel then that part's complete.
Go to the sports centre on Thursday afternoon (I think) and speak to her when she takes the girls for a run. Then, head to the changing room and take a shower while she's out. She'll return while the headmaster is still in the shower. You should get the scene then :)