I was wondering which is correct:
Von diesen/jenen sind drei lustig.
Von Diesen/Jenen sind drei lustig.
My intuition tells me that the second one is correct because diesen is the only subject.
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jenen are Demonstrativpronomen, and as such they are not capitalized. It does not matter whether they are the subject of your sentence.
Your intuition seems to confuse the subject (Subjekt) with a noun (Substantiv) when it comes to capitalization.