According to Miller [M], John Mystery was aWoolworth's identity and writer of children's stories. (Not sure what a ‘Woolworth's identity' means, but maybe on the management level). The records were apparentoly selected by this mystery man, and pressed by Recording Centre Pty Ltd in Sydney. No doubt because of his authorship interests, the label included childrens records, as well as jazz and ‘pops'. It appears that a series of record postacrads were also released. The period is 1949, 1950. 
According to Miller [J], the only jazz artist recorded on this label was The Port Jackson Jazz Band. 

Record in collection:

A043 c3 JOHN MYSTERY'S NEW JAZZ SERIES [Australia]
NJ1003.  I FOUND A NEW BABY (Williams).  Port Jackson Jazz Band.  K. Flannery, trumpet, leader. R.Cruickshanks, clarinet. R.Rowan, trombone. J.Somerville, piaano. R.Price, guitar, banjo. C.Whitcombe, drums. B.Higginbotham, bass. R.Jackson, tenor. 
NJ1003.  SWEET GEORGIA BROWN (Pinkard).  Ibid. [Record of green vinyl.]

The recording of the above was made in Sydney on 31 May 1948. It appears there were five records of the Port Jackson Jazz band on this label, numbers NJ-1001, to NJ-1005. The band of course was recorded and released on several other labels.

Note that of the information found on the internet, there is nothing about his record label - that I could find anyway - other than the above contribution.

“John Mystery” was an Australian children’s publishing phenomenon. His real name was Lester Sinclair and he operated from a castle in Sydney, “Adventure Castle”. His books always include, on the inside back cover, a letter to his young readers, beginning, “Dear Cobber”, and ending with, “I shall be looking for your letters! Yours merrily, John Mystery. My address is – John Mystery, Adventure Castle, Sydney. That’s all you need to put!”
Just one of his many books - "Gipsy Boy in Torture Town". (Sydney : Publicity Press, 1938).

From Wikipedia:
Lester Basil Sinclair (29 August 1894 – 5 October 1974) was one of the most prolific Australian song writers during World War II, under his birth name Lester Basil Sinclair. At the same time, Mr. Sinclair was an important Australian children's book author under the pen name John Mystery publishing over 300 books. 

In an article "Sutherland: Mapping A Literary Heritage", by Edward Duyker, found on the internet was the following interesting snipet:
Lester Basil Sinclair (1894-1974), better known as 'John Mystery', was born in Yorkshire and came to Australia as a teenager, via New Zealand (where he had joined a circus), and later served at Gallipoli. Sinclair built a turreted 'castle' on the tip of the Illawong Peninsula and produced many children's books from the 1930s onwards including the Woolly Sisters and the Blinky Land series, abridgements of numerous European classics and the well-known Bumper Books and Cobbers Annuals. He was also a composer of numerous patriotic songs. During the import restrictions of the Second World War, he was one of the most widely read children's authors in Australia.
Unfortunately John Mystery's ‘Adventure Castle' no longer stands, although one of its ramparts serves as a castellated retaining wall on Cranbrook Place, Illawong, and several bas-relief sculptures by the Russian sculptor Georg Ilya Chapoff (born Novorossijsk 1912) can still be seen in the gardens of nos. 15 and 17.