As far as I know, only KE and OZ can provide domestic service inside Korea, so they are the only options from Seoul. Also, if you are going through Seoul, you'll have to make the transfer from Incheon airport to Gimpo to catch Jeju flights.
It doesn't make much difference in this case, as Jeju International (CJU) is only served by those two airlines anyway. I believe the international routes are to Tokyo (via Pusan), Nagoya, and Osaka on KE and to Fukuoka on OZ.
Here's a web site with transportation info to Jejudo. I'm not sure how up to date it is, so be sure to check with other sources too.