I have some jalapeno peppers that have some strange colors. I have grown peppers for ~5 years and never seen a jalapeno starting out yellow and never turning color. It normally is green and often turns red.
Planted Apr28 from 4-pack seedlings from Home Depot (from Masterpiece Flower Company). The nearest neighbor plants are Zucchini and Habanero. Current size: ~18-20" tall. The peppers from all 4 plants are yellow!
None are changing to green.
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TL;DR: don't worry.
Hypothesis1: got cross pollinated by another type of capsicum. Result: will be half as hot(spicy).
Hypothesis2: it's normal, You just didn't notice it previous years.
Hypothesis3: slightly different species to what You are used to.
Pick when red but also if one of them starts to show signs of lack of water<forgot the word, it gets wrinkly: then pick all of them >
Not sure if you are still looking for an answer to your Jalapeno peppers color.
I want to concur with you..I've been growing Jalapenos for years too. I picked up Jalapeno seedlings from an Emigh's store (pretty good garden section). When they began to bare fruit, I had the same result. Extremely prolific fruit barer but they were also yellow.
They produced so many per plant that I pickled mine and I am not convinced that they were some other species. They tasted just like pickled Japapenos so I wrote it off to someone had developed a yellow Jalapeno. Strange huh?
If you are sure they are jalapenos, then they may have been cross pollinated with another chilli/pepper plant. Since you mention that you have Habaneros near by, that would explain it.
Cross pollination could also happen with a suitable plant further afield, such as your neighbour's.
Another explanation is that they were mislabelled. Mistakes happen.