Here is sample code that I am using to create and update issue
RemoteIssue newIssue = jss.createIssue(authToken, issue);
RemoteFieldValue [] remoteFieldValues=new RemoteFieldValue[] {new RemoteFieldValue("customfield_10223",new String[] {"My Custom Labels"}),
new RemoteFieldValue("labels",new String[] {"My Custom Label"})};
RemoteIssue updateRemoteIssue=jss.updateIssue(authToken, newIssue.getKey(),remoteFieldValues);
No exception but not updating labels
Soap API version 4.2.1