Yes, Moto Z2 Play does have Corning Gorilla Glass protection.
Yes, Moto Z2 Play comes with latest Android 7.1 Nougat OS and does support Screen Cast.
Yes, Moto Z2 Play does have OTG support.
You do not have to do anything special to avail Jio offer on Moto Z2 Play. Just when you start using the mobile, insert your Jio sim and it will get activated by the Jio company itself.
Moto Z2 Play is a 4G mobile phone.