Maybe in formal/traditional English an old-fashioned speaker might be more likely to use: * envious for when you want something someone else has or you wish you could be like them * jealous for when you want to keep someone or something to yourself. So a jealous boyfriend would be upset when other men approached his girlfriend, and might imagine that other men were envious of him / of his girlfriend. But in casual contemporary English, "jealous" is used for both meanings, and "envious" is less often used.

"Jealousy" is a bad feeling, whereas "envy" is more neutral. Jealousy is more like a sin, whereas envy is simply wishing for something that someone else has. The jealous person can let his envy capture his soul. Jealousy can be his downfall. But envy is more normal. I can envy Jack for having a wonderful girlfriend but, hey, I like the guy and I'm happy for him. In common usage, the distinction often is blurred.

Not really, they’re more or less interchangeable. Envious tends to be used for longer term feelings, jealous can be either momentary or over a longer period of time.