Why would Malcolm take Jem and Tessa's word when they weren't even born when Annabelle is "taken from him"? Blaming Magnus makes more sense, since Magnus was alive and most likely knew if Malcolm and Annabelle. Also, how does Jem not know Annabelle isn't an Iron Sister? Or is becoming a Iron Sister like becoming a Silent Brother where they choose another name? Like how Jem is/was Brother Zachariah.
I was initially very confused by this question because of course Malcolm didn’t hear about Annabel becoming an Iron Sister from Jem or Tessa – as you say, they weren’t alive then. So I went through Lady Midnigh and I think you are referring to these passages in Lady Midnight, though Jem isn’t mentioned:
“Lies?” Malcolm’s voice rose. “You want to talk about lies? They lied to me about Annabel. They said she had become an Iron Sister. All of them told me the same lie: Magnus, Catarina, Tessa. It was from a faerie I found out that they had lied. From a faerie I learned what had really happened to Annabel. By then she was long dead. The Blackthorns, murdering their own!”
“They told me she’d become an Iron Sister. All of them lied to me—Magnus, Catarina, Ragnor, Tessa—corrupted by Shadowhunters, drawn in by their lies! And I, oblivious, grieving for her, until finally I found out the truth—”
And then here, Jem talks to Emma about Malcolm:
Jem turned back toward her, the light of sympathy in his dark eyes. “We heard everything from Magnus. He told us that you were the one who killed Malcolm,” he said. “That must have been hard. You knew him. It’s not like killing demons.”
“I knew him,” Emma said. “At least, I thought I did.”
“We knew him too. Tessa was heartbroken to hear that Malcolm believed that we all lied to him. Concealed from him that Annabel was not an Iron Sister, but was dead, murdered by her family. We believed the story, but he died thinking we all knew the truth. What a betrayal that must have felt like.”
“It’s strange to think he was your friend. Though I guess he was our friend too.”
“People are more than one thing. Warlocks, no less. I would not even hesitate to say that Malcolm once did much good, before he did evil. It is one of the great lessons of growing up, learning that people can do both.”
My guess, and I apologize if I’m wrong, is that you’re expanding Malcolm’s statements to mean: “They lied to me about Annabel. They said she had become an Iron Sister. All of them told me the same lie: Magnus, Catarina, Tessa. They were the first people to tell me what happened to Annabel. They are all very responsible and very involved in what happened with Annabel and with me.”
None of that is true, though.
It isn’t like Malcolm’s warlock friends were the ones who broke the news to him that Annabel joined the Iron Sisters. They didn’t. You’ll find out more about what happened with Annabel, the Clave, the Iron Sisters, and Malcolm in LOS but Malcolm was told the lie about Annabel joining the Iron Sisters by the Clave and Annabel’s family (and even though he didn’t like them, he wouldn’t have thought the truth was that they’d murdered her instead. That is extreme and not the sort of thing anyone would assume.)
Everyone but a very few people in the government and Annabel’s family believed she had joined the Iron Sisters and they had good reasons to believe it. But Malcolm thinks his friends should have known better than to repeat the lie (that they didn’t know was a lie.) Malcolm felt betrayed by Tessa, Magnus, Catarina, and Ragnor specifically because he thinks they might have had inside information, since all of them are warlocks who have been known to associate closely with Shadowhunters, and Tessa was even married to one.
Malcolm is being unreasonable. He is like someone who found out his wife is cheating and so gets rid of all of his friends because “"they probably knew about it” even though they didn’t. But then Malcolm is also willing to punish the Blackthorns of 200 years ago by killing the Blackthorns of today so we should not look to him for logic, just rage and betrayal.
Iron Sisters do take on other names, just like Silent Brothers do. That is why they have similar sounding names, and why none of them is introduced with a last name. They are extremely secretive; there’s no reason to believe that Jem would know who any of them had been before they renounced their old lives. Diana actively sought out that information, but there’s no reason Jem or anyone else would have done so: why would they be checking up on Malcolm’s ex-girlfriend? There was no reason to do that when he thought she had voluntarily become an Iron Sister and by the time found out she hadn’t, he didn’t need them to check on it, and didn’t tell them anyway.
Malcolm probably does blame Magnus but that is because Malcolm blames everyone friendly with Shadowhunters, not because Malcolm has any logical reason to blame any of these people, half of whom weren’t born when Annabel was killed. Just because Malcolm is angry that Tessa and the others believed the official story (which he told them!) that Annabel had become an Iron Sister rather than magically figuring out it hadn’t happened that way doesn’t mean they were responsible for the lie in the first place. They have next to nothing to do with the whole business. They just happen to be who Malcolm and Diana are discussing in this one scene.