Where did you find a 42RE from a Cherokee (XJ)??
The XJ never came with the 42RE. 4.0L I6 XJs had the Aisin-Warner AW4 which is a completely different (and much better) transmission made by the Japanese company Aisin and virtually identical to the Aisin A340E used in the Toyota 4-Runner, Tacoma, and T100. 2.5L I4 XJs had the 3-speed 30RH.
It is possible to swap an AW4 into a Grand Cherokee (ZJ) but it is far from a drop in swap and requires some modifications.