Jinbe and the rest of the Sun Pirates stayed back on Whole Cake Island to aid Luffy’s escape.
Before Jinbe left we know Luffy gave him orders to come to Wano alive.
Big Mom came to Wano on her ship, the Queen Mama Chanter. She also brought along a few very powerful members of her crew such as Smoothie, Perospero & Daifuku.
I don’t think Jinbe is being held prisoner on Whole Cake Island, there’s no way he’d be able to escape and make it in time for the final battle. Rather, I believe he’s being held prisoner on the Queen Mama Chanter or perhaps in one of Mont-d ‘Or’s books (he is also present in Wano).
Oda loves foreshadowing, and we know it was Jinbe that saved Luffy & Nami, helping them escape from the Prisoner Library. I think that was a huge clue, leading me to believe that Jinbe is already in Wano Country on the Queen Mama Chanter being held prisoner in one of Mont-d ‘Or’s books.
*Theory by thesinfuldonut
