The last yāʾ of جَاءَنِي is a direct object pronoun attached to the verb: “me.”
The final first-person yāʾ in مُسْلِمِيَّ is a possessive complement (muḍāf ilayh): “my Muslims.”
Difference: the first pronoun has an accusative syntactic position; the second has a genitive syntactic position.