The engine doesn't support segment prefixes, so the "ES:" part (which is not the default for "JMP FAR [DI]") is treated as invalid opcode.
Even if you managed to jump to ES:DI using supported opcodes (e.g "PUSH ES", "PUSH DI", "RETF"), you'd still have a problem, as the engine only allows you to run code from the Arena segment. Otherwise, your survivor would simply jump to its private memory / stack, where it can't be touched by the other survivors – making it invulnerable to attacks.
In fact, the engine doesn't look at your CS regsiter, but at the actual "linear" address your code is running from – this means you can change your CS segment to whatever you want, as long as your CS:IP still point the Arena memory (I believe the 2006 winning survivor actually used this feature). For example, say the Arena starts at 1000:0000 and ends in 1000:FFFF — changing CS:IP to 1001:0000 would be legal, but changing it to 1001:FFFF wouldn't be).