Yes, Moto Z2 Play 64GB comes with latest 7.1 Android OS so you may not require to update it immediately but going forward, company will produce OTA updates.
Yes, Moto Z2 Play works perfectly fine with the Jio sim.
Moto Z2 Play thickness is just 5.99 mm. This is one of the thinnest smartphone in the world.
Yes, Moto Z2 Play does have OTG support.