That 
J did not exist in Old English is irrelevant. My only use of the letter is as the International Phonetic Alphabet character [j] which is sounded like consonantal 
Y in modern English.
But 
-ng- is in at least some Old English words pronounced as [ŋ] as in Latin. Some such words are 
longe (‘long’), 
cyning (‘king’), 
song (‘song’) with 
ng pronounced [ŋ]. But 
singe (‘I sing′) is considered to have been pronounced as 
sin[
dʒ]
e and 
engel (‘angel’) is pronounced as 
en[
dʒ]
el, similar to modern 
angel.
For many words which exist in Middle English and Modern English the post-Old English forms are a great help.
That 
ng is sometimes pronounced [ndʒ] in Old English is given by many pronunciation guides. See, for example, 
http://www.wmich.edu/medieval/resour...unciation.html , where it is stated:
Dotted ġ is usually pronounced [j], as in Modern English yes, but when it follows an n it is pronounced [ʤ], as in Modern English angel.
Dotted 
ġ only appears in some modernizations of Old English text to distinguish soft 
g from hard 
g. The International Phonetic Alphabet symbol [ʤ] was a former variant covering the two symbols [dʒ] but is now obsolete in official IPA usage. In current procedure one might use [d͡ʒ] if one wants to indicate specifically that [dʒ] represents a single phoneme.
Christopher Tolkien’s pronunciation is indeed one possible pronunciation of the name Thengel following modern theories reconstructing Old English. It is not a French import. I do not know the bases for this decision.