As you formed the intention to do ‘umrah and decided to go ahead with it in Jeddah, then what you should have done was enter ihram from there, as it became a miqaat for you.
But as you entered ihram from the miqaat of as-Sayl al-Kabeer, you do not have to do anything.
I showed this question to our shaykh, ‘Abd ar-Rahmaan al-Barraak, may Allah preserve him, and he replied:
She does not have to do anything, because she went back to a more distant miqaat, and because this was her original miqaat. End quote.
And Allah knows best.