I think you do need to mention this to the neighbour. After all she may not know the dogs are barking while she is out, as they probably stop just before she comes home again.
And she does definitely need to know that the one dog jumps your fences. The owner is responsible for the dog at all times and for any damage it may do.
What does the owner of the small dog feel about having this other dog in her garden?
Have you tried saying in a calm, reasonably low voice, "It is just me, you don't need to bark at me." or something like that, when the dogs bark at you when you are in your garden?
Obviously, dogs bark to defend their property , but they do bark for other reasons as well - insecurity, curiosity.
If you can establish yourself in the dogs' minds as belonging next door, they may stop barking at you.
Changing from a Manual car to an Automatic after driving manual for around 50 yrs


