No, we're pretty relaxed! Bring layers in case the theatre is violently air-conditioned, otherwise whatever's comfortable. The only exception is something like the Opera House or Albert Hall, where people make a bit more of an effort.
Pretty much everyone dresses for comfort now when going to the theatre in the UK. Don't worry about. Feel free to dress up, but you won't look out of place in as casual as you like.
Why don't you go? Why don't you leave Manderley? He doesn't need you... he's got his memories. He doesn't love you, he wants to be alone again with her. You've nothing to stay for. You've nothing to live for really, have you?