In English heavy is certainly the correct word. I am skeptical that Duo would accept it, so am not trying it.
You can have a thick coat. Thick meaning the coat has substantial fabric, perhaps stuffed with something or has layers? As in, opposite of thin. Heavy just refers to weight.
I said exactly the same thing and I do not have a weird accent. my response was considered incorrect.F Y I
Its interesting that French is like English in this particular instance, having only one word to refer to both the thickness of a solid and the viscosity of a liquid. Spanish has 2: "Grueso" for solids and "espeso" for liquids.