I kind of saw it coming, specially when Jay confessed to Katelyn that he was "Obsessed with being even faster". Furthermore, Zoom and Jay shared a hate towards the same man (Wells). I believe that Jay Garrick just went Reverse Flash on us and he infiltrated the Flash, Cisco's and Katelyn's lair.
How could he be two people at the same time? Easy.
The real Jay Garrick (Zoom) disguised himself as the Flash in earth 2. But he never really fought against Zoom. That's why Wells keeps calling him a coward. He ran instead of fighting. Once the portals opened, and Zoom found himself in another earth with another speedster, he started planing a way to locate and infiltrate this superhero.
Still, in order to find the Flash and make him belive he was on his side, he enlisted his earth 2 doppelganger. A man who was sick and on the verge of dying. So desperate he would have done anything to save himself. So he did what everyman would have done and he came along on Zoom's plan. Also, Zoom knew that his DNA and his Doppelgängers' DNA were similar, so he could in fact resist every effect of Katelyn's medicines (Speed7,8, and such). Zoom even convinced him to pose in a bench in order to show Katelyn that he had found him.
Zoom started bringing villains from earth 2 into earth 1, because he (like the reverse flash) wanted Barry to get even faster, so he could steal his speed at a maximum capacity.
The Jay we saw on the first episodes was the Real Jay, aka. Zoom. He was kind of a Teacher to Barry. He clearly enjoyed seeing Barry get faster and faster. Then he brought the only man who could steal Barry's speed into Earth 1 (Wells).
That's how Zoom always seemed a step ahead in the process. Plus we know that he could be at two different places at the same time because: Doppelganger.
Ps... The man in the mask should be another speedster from earth 2. A guy who tried to stop Zoom a little bit too early. My guess... Wally West is the man in the mask. I also believe the mask has the ability to make a meta loose his abilities.
This is my long, unproved, yet really thought out theory.