Premier Rush sometimes, but not always, reports invalid media format error attempting to add a jpg that was downloaded to the camera roll by Adobe Lightroom. Very annoying to have to take a screen shot in order to use conten in one Adobe product that was generated by
another Adobe products, especially when we're talking about a file format that has been around for decades.
Sorry about the trouble. Which device are you using for Premiere Rush? Could you share a sample file with us to test? https://helpx.adobe.com/in/creative-cloud/help/share.html
Let us know.
RAW files are not supported. Sorry about that.