Besides the Tho Yor sheparding galactic beings to Tython, could the Je'daii and other members of the Tython system travel to other systems? Or were they limited to Tython and the other planets in its system?
Donmax is correct, they have not yet developed the technology for hyperspace travel, or extra-planetary travel. I have a few points to support this conclusion:
In the Dawn of the Jedi: Into the Void they are purely restricted to travel between the planets in their system while Lanoree is searching for information for regarding the stargazers. I'm not sure if you have read this book so I will try to avoid spoilers, but the "Star Gazers" are a cult that long to leave the current system they are in but are trapped, so in a desperate move to find a way to travel out of the system they go in search of a technology capable of this.
In the book we do see Lanoree travelling to multiple planets and each time the journey takes days, so we do know that she does not possess the ability to jump from planet to planet as they do in later years ( which I think is the same thing as hyperspace travel, just on a small scale).
This is all ignoring the fact that
the "Gree" had the technology many years ago, as these are lost technologies and deemed very dangerous
Also it is so early that all hyperspace lanes had not been charted yet.
However I have not read any of the comics so I can't say about those. TL;DR Yes.
Yes, they cannot leave their system.