I want to know if Devi wears the Janeu. I've seen pictures of her with it, I want to know if any scriptures mention her wearing one.
The hidden purpose of Janeu is to remind ourselves of Kundalini Shakthi or Devi herself that lays coiled three and a half times inside your body. She is Moola Prakriti herself. The three knots or granthis in a Janeu is to remind of Vishnu granthi, Brahma Granthi and Rudra Granthi knots respectively in the kundalini awakening and ascension paths which a soul must cross to attain Moksha to become one with her and Brahman. And so, she needn’t wear that. She herself is ‘That’. Varivasya Rahasya book by Bhaskararaya unequivocally states that Moola Prakriti and Kundalini is the same entity. In fact, there is a Turiya Gayathri with extra mantras and a second Janeu to wear post Kundalini Awakening to ascend in these paths. So, if you want moksha, hold on to Sushamna Nadi.
References, Book Varivasya-Rahasya and it's commentary Prakasa , by Sri Bhaskararaya Makhin, English translation by Pandit S.Subhrahmanya Sastri, an Adyar library and research centre publication:
Chapter 1, Verse 21 :
Nada emanating from Muladhara appears as the string passing through several letters[forming with them a composite whole, even as the threads in a piece of cloth]
Chapter 1, verse 45 :
By extension of the Nada emanating from Muladhara, so as to pierce the Twelve knots(granthis) of the six plexuses(chakrs) through the Susumna Nadi, as far as Brahmarandra, the coalescence of the resultant Nadi, Nada and Arna is known as Nadika visuva
Chapter 2(start @ verse54), Verse 107 :
This Kundalini is identically the same as the Vidya and the World-Mother is in no way different from Her. The identity of his [Pupil's] own self with this[Kundalini] is the Rahasyartha(secret meaning) of the Srividya