I wear a size 12 and I got the said size. It fit as expected. Thus I recommend a size 9.5 that you said you wear. Size 10.5 will definitely be too big even with wearing regular socks and tightening the laces.
They are comfortable
Question:
Yes it is I put an insole of my own that I brought for comfort 
Yes, the sizes fit perfectly.
This sneakers are very lightweight, I do think it's a good choice for gym. mesh upper is very breathable. 
I bought them for my son and he said they're perfect fit. I went with his exact size. He loves them. Very comfy 
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