So at this stage of the game, enemy air will only every spawn out of a cult manor. You can detect these by noting where the aircraft appeared at, and then moving your vans (which are undetectable) to different cities in the area and patrolling them there a couple hours. Once you do that, a radar range will appear, and then it's just a matter of not flying into it to protect your transports.
You certainly could send out escort aircraft, but I found that the helicopters are really only good for destroying cult convoys. Your opinion might be different, though. If you want to take down a fighter jet sent after you, you're going to need to research a jet for yourself.
It's a worrying sign that you're at the stage of the game where you're using a dragonfly and cult manors are sending jets. That could be a sign you're falling behind on your tech progression, so hopefully this is the only manor at that level. Manors have three levels, where the first has car defense craft, the second has helicopters, and the third is jets.