"Now I dont understand how or why she can know about the jail time for 3 weeks, and send someone to come over and check on him and do or say nothing for this whole time and just NOW decide to violate him.
She has too many other probationers to deal with that aren't in jail. As long as she knew where he was and why he wasn't checking in then that is all that they need to know at the time. After he gets out and is questioned is when she determined the arrest and conviction were enough to violate. It doesn't have to be done while he is in jail.
"Will he have to stay in jail, or will they let him out and schedule him for a sentencing date later?"
That will be up to the judge. The whole point of probation is not to get in to trouble again. By being arrested for a more serious crime he has proven that he has big issues to the court. If the judge is upset enough about it they can have him serve the rest of his original sentence and he would do that immediately with credit for the time he has been in jail waiting to see the judge. If the judge is in a generous mood he could be placed back on probation and released. We can't predict how it will go.