Like the OP I have tried. I have had various Coltrane and Davies CD's but gave up.
I like jazz that isn't jazz like early EBTG and Joe Jackson and Tom Waits things that real jazz fans would consider they are to Jazz what knitting is to sky diving, not related!
What I can never get is as the OP said 5 or more or less people playing what they want with a trumpet/double bass/drum solo thrown in somewhere often every track.
I was once, note once, taken to a Liverpool jazz club when I was a student and I have never been so bored ever in a concert, except perhaps when I was at a brass band competition and they all play the exact same song.. Endless double bass solos and the audience really digging it in the fast show stylee.
I have taken to referring to jazz as "goose strangling" as in the sound it makes