Ok, I’ve made some progress here. After digging into things more deeply, I discovered that the projection on the file was NOT UTM, as I was told, but actually “Alaska Albers”, EPSG:3338. Armed with that information, I was then able to use gdalwarp to convert to a geotiff in lat/lon coordinates, which then displayed properly using grdimage
This is all good, and I can work with that, but I would still be interested in knowing if there was a way to use the .jpg/.jpw files directly. So far I have not had any luck with that, even when specifying projection in the grdimage or image call.