Explicitly specify Jacobian for DDE problems

[dmew]

The explicit specification of Jacobian for DDE problems is not yet supported?
e.g., for ODEs we can provide function
f(::Type{Val{:jac}},J,u,p,t)
but there is no way to specify Jacobian dependent on history function h, like
f(::Type{Val{:jac}},J,u,h,p,t)

[ChrisRackauckas]

Yes, we don't have this yet.