The way I used it is like you said to play the jump_rise when pressing jump and while going upwards, then playing the jump_mid animation when the upwards velocity is 0 or within a small thresold, then play the jump_fall animation when going down and the land animation when touching the ground (making sure it only plays once and so that the player can cancel out of it without having to watch the whole animation if they wish).
I hope this helps :)