Thanks for the feedback.
I just misunderstood how the "set main file" command is supposed to work: I called it with my chapter file as the current buffer, and expected to get a dialog that allows me to set the main file. Now I tried it the way you described it, and it works. Thanks!
With current versions of jEdit and the LaTeX Tools plugin, I am unable to set the main file of a LaTeX file. It works neither globally through the "Set Main File" menu entry, nor locally through the :latex.root line in the document itself. This renders the "Compile" command useless for split documents.