No. During our extensive review and usage, we did not experience any heating issue.
Yes, Moto Z2 Play comes with Corning Gorilla Glass protection.
Yes, Moto Z2 Play 64GB does support OTG.
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.
No. Moto Z2 Play is not CDMA+GSM. It is GSM+GSM.