First off some general advice:
Back to your original question:
JF or Natalya.
I would say JF because he is more widely hitting than Natalya is. Ntalya is a single target burner while JF is a multi-target burner. Additionally JF has the defence immunity buff which is (IMO) very good at countering a large number of heroes who appear on defence teams…
On a defence team, JF is best used at flank while Natalya is best in the wings… not really a problem either way but just something to consider.
Finally in terms of emblems, Natalya is a Sorcerer while JF is a wizard… You don’t have another Sorcerer 5* hero but comparatively you have Onatel in the wizard class. Again not really an issue but just something to consider.
Overall, my vote is for JF between the two. Just does more, affects more & has more secondary team buffs…