I've seen them do that with the hawks! Once in a blue moon I'll see a red tailed hawk come through and perch up on the power poles. When one came through a couple times during the summer, several of the neighborhood jays flocked around it and started raising the loudest ruckus I've ever heard from 'em. Dive at the hawk a couple times, too. Until it finally moved on. Impressive, really how brave it seems of them to do that.
They are apparently very communal birds except possibly during mating season. When I put the peanuts out, I can hear them start crying out telling all the others around that there's food to be had.