When making theatre costumes I don’t recommend lining coats. It is a real problem to remove the lining if someone in the future needs to alter the coat for a future production. But without a lining a coat can look flimsy and too unstructured. The coat I am making is supposed to be from the early 1900’s and if you have ever looked at acoat this old you will see how stiff and structured coats were.
To create that structured look without lining a coat I recommend underling the coat with a thick flannel or twill. I cut out two identical pieces for each pattern piece. One in the outside fabric and one of innerlining cotton twill. Then I serge them both together. Serging them together finishes the seam edges and make them one pattern piece.
Then I sew the garment together but ignore the dorections for a lining.
With the underlining the jacket has a more stiff appearance but will also have the inner seams exposed so it can be easy to alter in the future.