We continue a program started in [Rös20], generalizing classical results from the analysis on symmetric cones to the Dunkl setting for root systems of type A. In particular, we prove a Dunkl-Laplace transform identity for Heckman-Opdam hypergeometric functions of type A and more generally, for the associated Cherednik kernel. This is achieved by analytic continuation from a Laplace transform identity for non-symmetric Jack polynomials which was stated, for the symmetric case, as a key conjecture by Macdonald in [Mac13]. Our proof for the Jack polynomials is based on Dunkl operator techniques and the raising operator of Knop and Sahi. Moreover, we use these results to establish Laplace transform identities between hypergeometric series in terms of Jack polynomials. Finally, we conclude with a Post-Widder inversion formula for the Dunkl-Laplace transform.