For Jira Cloud, I believe the documentation that indicates this is on the page: Importing data from Redmine.
Because that importer is no longer supported in Cloud, I would recommend following the CSV alternative listed there as a way to get this information into your Cloud instance.
If you are afraid this would not include all the same information, you might try to follow the Jira Server corresponding page for that document: https://confluence.atlassian.com/adminjiraserver/importing-data-from-redmine-938847599.html
If this is a brand new Jira Cloud instance, then you might have more luck first importing this into Jira Server, and then migrating that Jira Server to Cloud. This is not as feasible if you already have an existing Jira Cloud instance with existing data, as merging two such Cloud instances is a much more involved process to follow.
But if you can get all this data into Jira Server first, that might be an alternative way to go with this. You could create an evaluation for server by getting a license from your https://my.atlassian.com site.
All the server eval licenses for Jira come with a 30 day trial period.
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