What is the ruling on one who had intercourse with his wife before the Fajr Adhan in Jeddah, relying on the Fajr Adhan in Makkah Al-Mukarramah via television, and did not ensure withdrawal before the Adhan in Jeddah?

As long as you were not certain of the dawn's breaking, your fast is valid, and nothing is required of you, because the default is the continuation of night. And whoever ate or drank while doubting the breaking of dawn, and their doubt persisted, does not have to make up the fast.