How does Shakeaspeare through the character of Jessica highlight the themes of romance and suspense?
I am going to assume that you are referring to Jessica from Shakespeare's Merchant of Venice. The theme of romance is probably a bit easier to comment on, because I believe it is more overtly shown in the play. The most obvious thematic portrayal of romance is centered on Jessica's relationship with Lorenzo and the fact that she runs away to elope/marry him. For some reason that concept of "let's run away together and get married" is super romantic to a lot of people. That must have been true in Shakespeare's time, and it is still true in Hollywood films today.
The theme of suspense is more prevalent around Jessica. The audience is constantly on the edge of their seats with her, because they never know quite how Shylock is going to react to her actions and decisions. Shakespeare shows a bit of what it is like to live with Shylock in Act 2, Scene 5. The two of them appear on stage together, and Shylock begins giving harsh orders to Jessica while screaming at his servant. He demands that Jessica lock herself inside the house, so the music from outside isn't too loud.
If that's what it's like to live with Shylock, can you imagine how he might react on discovering that she is in love with a Christian instead of a Jew? That's suspenseful. The suspense is further heightened when she runs away with Lorenzo, and then further heightened when she sells her dead mother's ring for a monkey. All of her actions may seem like romantic gestures toward Lorenzo, but at the same time Shakespeare makes them all incredibly suspenseful, because the audience is never quite sure her fate will wind up being a happy one.