Electronic – this jelly like substance on electromagnetic shield of a LTE Modem

It's paper or something much like paper (Edit: see below). Used to separate the aluminum foil layers. It is normally soaked in (very polar) electrolyte so it acts as a conductor connected to the cathode. The actual dielectric layer is a very thin aluminum oxide coating on the anode plate. See this description from Nichicon entitled General Description of Aluminum Electrolytic Capacitors. The plates are coiled up inside the can with the paper separating them, in order to get a lot of area and to use both sides of most of the plates.

C = \$\frac{\epsilon_r \epsilon_0 A}{t}\$ where t is the thickness of the oxide layer, A is the total area of the plates and \$\epsilon_r\$ and \$ \epsilon_0\$ are the relative permittivity of the oxide and the permittivity of free space respectively.

Edit: Low-ESR capacitors tend to use other separators than paper because the lower resistance electrolyte is more corrosive. Glass cloth is ones such material. From US4321076:

Low ESR capacitors are preferably made using a woven glass cloth or Celgard 3500 microporous polypropylene film, manufactured by Celanese Corp., as these are not attacked by the electrolyte. Other materials which can be used include porous woven polyolefin cloth, porous perfluoroethylene cloth, polyolefin spun bonded fiber paper, and polypropylene screening.

(That's the simple description, in reality both plates have oxide layers, but the anode layer is thicker on a polarized aluminum electrolytic capacitor).

This is a kind flexible PCB, and as Samuel mentioned, it probably uses PET as the substrate but many other options are available.

Flex PCBs can be manufactured with a range of materials, including Kapton and Epoxy composites