Jessy's CG scene requires that her squad is level 3+, that you had the teasing CG scene with Vampire, and that the maid Louise is in the treasury.
Ailluin's CG scene starts in the barracks of the vanguards when her squad is level 3+, and after you unlocked the CG scene with Jessy.
You can use Ctrl+F to use for keywords in the walkthrough. Both of these scenes and how to get them are explained in it.