It m'Jeff
I don't know a lot about the 1920's, but I DO know that during that time, it was actually pretty common to learn the harp. Jeff can play on the harp, violin, and piano. I haven't worked out the details of how he learned any of that yet, it's just a thing I put on him so he could play waltzes 'n shit
wait I remember
He learned piano while he was still human, then during his time in hell (he's a demon) he learned the other two instruments as a way to combat the stress of the corporate lifestyle. (They have that in this universe.)