Actually, born in Orissa, the neighbouring state to the south/southwest. It is definitely not a common Bengali first name and I do not know the meaning of the name. I would pronounce it as jhori, where the first consonant jh does not exist in English: it is the voiced aspirated palatal affricate, though since there is no phonemic distinction between the affricate and plosive, nor between palatal and post-alveolar, some allophonic and dialectic variation is heard. The -r is definitely somewhat trilled, but I am not sure whether it is the flapped retroflex unaspirated voiced consonant. The -o- is as in English bone, but could be shorter, and the -i is short as in hit.
I have no idea what the name means: have to ask someone from Orissa. It may be associated associated with heavy rain or storm, from a word jhaD. of uncertain etymology, but may be connected to the root jhR in Sanskrit which was associated with water flowing/falling down as in mountainous streams.