Advice on how to have components (like clothing) adjust according to limbs

My guess is your jacket is marked as an independent layer. That is what tells it to move independently. Have you tried removing the independence flag? That will however tie the jacket to always follow the legs. I am not sure if there is some clever way to do half way between them, like putting a pin on the jacket over the leg (pins on non-root layer pin it to the parent layer, but I have not used this in practice).

The other way is to make the top part of the jacket non-independent, then split off the bottom part of the jacket (the tails) and make them independent (say with a dangle). What that might achieve is the jacket follows the main body (including flexing with the upper part of the legs), but the tails can have dangles so you get a bit of independent movement.