Yes, finger lock is available.
No. Moto Z2 Play does not have HDMI port but you can use HDMI connector.
Moto Z2 Play comes with Water repellent nano-coating**. Advanced nano-coating technology creates a water repellent barrier to help protect against moderate exposure to water such as accidental spills, splashes or light rain. Not designed to be submersed in water, or exposed to pressurized water, or other liquids.
Yes, Moto Z2 Play does come with free style mod.
Yes, it does support OTG.