When SuD sends JMS message to external/destination system, do you include a JMS broker (i.e. Apache ActiveMQ) in component diagram? If so, is it a component in SuD? Or is it considered to be an external component in between SuD and destination system (kind of like a Email Server)?
Reason to call for a JMS broker is to uncouple SuD and external/destination system. Routing logic can be configured in the JMS broker.
Otherwise, without it in place, I'd have to design SuD to include JMS endpoint for each destination.
I'm not sure I understand completely what you're saying, but I have not included the JMS Broker in the component diagram, I've included several queues. I would show the JMS configuration at that level: Queues and Topics.
As to your final remark, if I remember correctly, the external systems should appear in the component diagram. You don't have to detail their internals, because the fact that they're external means you don't know & don't care. But you do need to deal with their interface, so they must appear in your component diagram.