If you feel you have to wear a coat, a "regular sports coat" is OK, but because of its length, it will obscure the top portion of your kilt. Such a coat is not normally considered Scottish attire, but most folks won't know or care.

Instead, and since the level of formality is "open", I suggest wearing a nice sweater and, if the weather is cold a short leather jacket (if you have one) for warmth. In any case enjoy the mystery.