If you want to rotate a jpeg yourself (which is easily done with "magic in.jpg rotate 90 out.jpg" and, of course, other software) but lossless, there's https://jpegclub.org/jpegtran/ which accomplishes it.
When generating rotated thumbnails (without caring for "lossless") the best strategy in my experience is to first rotate the large original image and then generate the thumbnail afterwards, because image resizing will most often hide any rotation artifacts anyways.