First of all, you defined
$$F^\mu = \partial_\nu F^{\nu\mu},$$
you can do it, but from the equation you found $\partial_\mu F^{\mu\nu} = j^\nu$ it should be obvious that
$$F^\mu = j^\mu.$$
Thus, you wanted to show $\partial_\nu j^\nu = 0$ and you used that $\partial_\mu F^\mu = 0$. In other words, you have shown that $\partial_\nu j^\nu =0$ by assuming it. That's clearly wrong.
If you had notice that $F^\mu = j^\mu$ and said: well, I've found that $\partial_\mu j^\mu = -\partial_\mu j^\mu$ and hence it must be zero, then it would be fine.
Another way, which ends up the same thing, would be as follows. You noticed that
$$\partial_\mu F^{\mu\nu}=j^\nu.$$
Hence, you have
$$\partial_\nu j^\nu = \partial_\nu \partial_\mu F^{\mu\nu}.$$
Now notice that $F^{\mu\nu}$ is skew-symmetric, while $\partial_\nu\partial_\mu$ is symmetric. Thus you are contracting something symmetric with something skew-symmetric. That gives you zero and hence
$$\partial_\nu j^\nu = 0.$$
As for the last piece of argument, let $a_{\mu\nu}$ symmetric and $F^{\mu\nu}$ skew-symmetric. Now consider $a_{\mu\nu}F^{\mu\nu}$. Since $F^{\mu\nu}$ is skew symmetric you have
$$a_{\mu\nu}F^{\mu\nu}=-a_{\mu\nu}F^{\nu\mu},$$
and since $a_{\mu\nu}$ is symmetric you have
$$a_{\mu\nu}F^{\mu\nu}=-a_{\nu\mu}F^{\nu\mu}.$$
These are dummy indices however, summed over. So on the LHS, rename $\mu\leftrightarrow \nu$ (this is just a ralabeling). With it
$$a_{\mu\nu}F^{\mu\nu}=-a_{\mu\nu}F^{\mu\nu}$$
and thus the number $a_{\mu\nu}F^{\mu\nu}$ is equal to minus itself, so it can only be zero.