Moto Z2 Play thickness is just 5.99 mm. This is one of the thinnest smartphone in the world.
Yes, it comes with LED flash light with front camera.
Moto Z2 Play has protection against water. It comes with water repellent nano-coating.
Yes, it does support OTG.
You will get one Style Mod free but you have to buy Camera mod, Battery mod, etc. if you want them.