Is there any evidence that the practice similar to Jauhar existed in places other than India? It seems like a pretty effective way, however brutal it may be, to escape slavery, rapes and imprisonment at the hands of invading armies. It would seem natural to assume that the practice might have been in place in other cultures too, and yet I have been unable to find any other record of it.
Yes. Off the top of my head, jauhar is reminiscent of the Siege of Masada. Looking at the wikipedia entry for jauhar (which you linked), I see also a reference to Balinese puputan. Finally, here is a list of historical mass suicides, a number of which fit the jauhar pattern (women of a defeated group suiciding to avoid capture or slavery). In some cases, men are part of the suiciding group but not always.