No. Moto Z2 Play does not have HDMI port but you can use HDMI connector.
It's manufactured in India and carries the brand warranty. Yes, you can make calls with the help of Jio Sim.
Yes, Moto Z2 Play works perfectly fine with the Jio sim.
Moto Z2 Play SAR value are as below:
SAR Value (Head): 1.455 WKg/1g
SAR Value (Body): 1.24 WKg/1g
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.