Hi! Leon is the character that's unlockable after watching Remy's performance. Jude is unlockable after you've seen an ending from each of the other characters. So you'd have to see at least 1 Casey ending, 1 Leon ending, and 1 Remy ending, then Jude will be unlocked!
Let me know if you still have issues with unlocking Jude after that! The walkthrough should explain everything, but let me know if it's not clear (: