Apply a filter both to raw and jpg at the same time

You can use Syncomatic Plug-in 

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Select the raw by clicking on it, then ctrl-click on the JPG to select them both. Assign the green label. Make sure you have chosen the proper option in the Metadata panel to apply changes to the selected photos, and not to the target photo.

It depends on how you import the files. If you have "treat JPEG files next to raw files as separate photos" set in your general preferences when you imported then it is just a question of selecting them both. If you haven't got this set then the jpeg is just treated like a sidecar and not represented except for the raw+jpeg label in Classic and you won't be able to label or filter it. This is a real shortcoming in Classic I think that you either have to treat them like completely separate photos and do things like use stacking or they are basically lost and you decide this before import. Would be much better if there was a system like aperture had where you could switch out what you were working with - the raw or the jpeg.

You need to select both and apply whatever you want. I don't see, however, any sense in keeping the JPEGS if you imported the raw files into your database. The JPEGs are only good for fast sending out unedited pictures, if you need to get them out. I do not shoot JPEG anymore as they are only a burden (having duplicates makes live much more complicated).