We need to end the notion that formal dressing is uncomfortable. A good woollen suit should be more comfortable and breathable than a T-shirt with sweatpants. If it's not then you might be doing something wrong, e.g. wearing a suit which is too tight for you or has a non-breathable polyester lining.
A very useful video, Chris gives excellent advice. I've worn denim with odd jackets before but my favourite was a long sleeve knitted polo shirt, a corduroy jacket, jeans & brogue boots. I agree that jeans with neckwear can be tricky but I think you can possibly pull off a silk scarf, neckerchief or cravat if you are so inclined
I find the easiest way to pull off the jacket with the jeans look is to go with a sports jacket that has a pattern paired with an Oxford button down shirt (or polo) and dark denim jeans (no distressing). For the shoes go with a dark brown derby with some brogues or a dark brown Chelsea boot. Also don’t wear a tie and don’t wear a dress shirt.
I would usually suggest a dark navy over black but it could be quite smart. I would suggest perhaps a little trickier to dress down but nice for the evening.
Absolutely, wool slacks can definitely be worn without a jacket! If the fabric has enough texture, like gabardine with its smooth, diagonal weave, it can look great on its own. Thanks for your question!