Both are wrong.
Sentence 1 should read: Jenny didn't ever want to go home.
Saying "didn't never" would be a double negative. It's like saying "I do not don't want to go home." Which I guess would mean I DO want to want to go home.
Sentence 2 should read: Jenny never wanted to home. You don't really need the word did in there. It's not wrong to say: Jenny never did want to go home. But it's more concise to say: Jenny never wanted to go home.