Anakin and Kenobi were together on Mandalore, rest of Jedi were scattered throughout the Outer Rim
According to novel Ahsoka, Skywalker and Tano were on Mandalore hunting for Maul:
It probably would have gone better if Anakin
were with her.
“Be careful, Ahsoka,” he’d told her, before handing over her lightsabers
and running off to save the Chancellor. “Maul is tricky. And he has no mercy
in him at all.”
It is unclear where was Kenobi at the moment, but it could be assumed that he went with Anakin, as Maul was his "old wound" and they usually operated together. Rest of Jedi were mostly scattered in Outer Rim Sieges. Although in old Clone Wars(2003) group of Jedi unsuccessfully tries to protect Palpatine from Grievous (Windu manages to crush his lungs), this is not given in new Disney canon.
In Revenge of the Sith novel, also part of Legends now, it is revealed that Palpatine planned to kill Kenobi and seduce Anakin to Dark Side, no other Jedi were mentioned:
“Kenobi must die. Today. At your hand. His death may be the code
key of the final lock that will seal Skywalker to us forever.”
Dooku understood: not only would the death of his mentor tip
Skywalker’s already unstable emotional balance down the darkest of
slopes, but it would also remove the greatest obstacle to Skywalker’s
successful conversion. As long as Kenobi was alive, Skywalker would
never be securely in the camp of the Sith; Kenobi’s unshakable faith in
the values of the Jedi would keep the Jedi blindfold on Skywalker’s
eyes and the Jedi shackles on the young man’s true power.
In this same novelization Dooku deliberately lets two of them go trough weakened Droid defenses instead of using full power at his disposal. Again, it could be deducted from this that he would simply kill any other Jedi attempting the rescue, because his master would not have need for them.
Finally, it is unclear where was Yoda during this whole ordeal. It is a possibility that Yoda didn't want to save Chancellor considering that he already suspected Palpatine's true motives behind slowly grabbing more and more power from the Senate for himself.