Swedish J is always soft, as you'd hear in German and Dutch as well. So yes.
It seems that the rule that you are referring to does not apply when the adjective is not in front of the noun. But I'm not Swedish and I do not have any explanation for that!
You're right, it depends on whether the adjective is before or after the noun.
For definite nouns:
den gråa/grå jackan 'the gray/grey jacket' (both ways work)
jackan är grå 'the jacket is gray/grey' (only grå works).