Its not about Java, its about shell. As far as I know shell interpreter can't execute scripts that reside in the zip file. So you have a couple of options here:
Read the shell script as a text file from within your java program.
create a temporal file (in temp dir or any other relevant place and copy the content of the file there. And then call the shell interpreter with this temporal script.
I believe its the best approach
Since jar is a zip, you can unzip it from within the shell find a script and execute the shell. Again this is more awkward and rather wrong, but technically it should work.
If you don't have low level stuff in your script, you can consider to rewrite the logic to groovy script (maybe you'll find useful groosh project).
Then call the groovy code from the memory and not from the file.
Well, I'm out of ideas, If I were you, I would implement the first solution :)
Good luck and hope this helps