Since there's no formal alliance or straightforward inter-airline agreement/policy, the rule to fall back on is IATA Resolution 302 which says that with international itineraries involving multiple carriers booked on a single ticket, the most significant carrier's baggage policy applies (especially since the JetBlue flights have FI flight numbers). If the IcelandAir flights are the longest flights on your itinerary, then IcelandAir's policy should apply. However, I would not expect JetBlue's front line agents or supervisors to know this, given how sloppy JetBlue's operations are. If they do try to charge you, pay it, and then file a complaint later.