The key point with engineering solutions is its horses for courses. So a mix of EV, hydrogen, SAF, etc will be the solution.Energy density per litre and per kilo is the main problem. 900Wh/litre seems to be the current pinnacle of battery technology. Unfortunately they measure fossil fuel energy in different units, but it seems that batteries currently offer about 1% of the energy density of fossil fuels, and this may increase to 10%, when we reach the pinnacle of battery technology.
The good news is that electric motors are more efficient, so it's not quite as awful as the numbers suggest. It's still pretty dreadful though. A nice article on why jumbo jets can't ever be fueled by batteries: Flying Without Fossil Fuels: The Need For High Energy Density
About three years ago there were a few announcements about using atmospheric carbon dioxide to make liquid fuels - I haven't heard anything since, but that might be a better use of our time than chasing what seems to be a bit of a unicorn.
A quick search gave me a Forbes article, which says using the current technology the cost is about $4/gallon, which is not too far away from conventional fuel. Certainly not orders of magnitude higher. Carbon Engineering - Taking CO2 Right Out Of The Air To Make Gasoline
At the moment battery technology seems the most cost effective and convenient solution for vehicles. Its beggining to look like its will also be a solution for trucks and HGVs but the R&D and innovation is still at an early stage to be sure. Fuel cells seem to be on the waine for HGVs in favour of EVs. recent announcement by Scania to that effect.
For airlines, SAF is the proffered opti on SAF - Sustainable Aviation Fuels. The name has been chosen carefully as many supposedly sustainable solutions have bad side effects. So for instance growing maze (US Corn) to produce ethanol as a bio fuels uses water, fertilizer and other resourses and may effect global food supply. whereas the reference you make taking CO2 from the air is sustainable. US airlines have recently announce this is there preferred option. Major U.S. Airlines Commit to Net-Zero Carbon Emissions by 2050 | Airlines For America,
as you point out, SAF has good energy density and is a drop in replacement needing very little change to the aircrafts engineering.
There are programmers looking at turning CO2 into fuels, most are taking waste CO2 from industrial processes such as steel making, petrochemical refining etc as this have high concentration of CO2 and so the pumping costs (pressurisation of the CO2) are relatively low and more affordable. The example you gave of CO2 from air is very energy inefficient as the air only has 400ppm of CO2, so is likely to be way down the list of viable projects. A way of making negative carbon is to take CO2 emitted from fermentation such as brewing or the big bioethanol plants that make pure CO2 which has been derived from the atmosphere - it mostly goes into make fizzy drinks. Nottingham university has found a bug that can eat Hydrogen and use it to turn CO2 into ethanol. Once you have ethanol you can use conventional chemistry to make SAF.
Having said all that, Boeing, Airbus and Rolls are looking at all electric planes for short hall hops of say 100 miles for light planes. As you point out a plane needs a lot of power, an Airbus A320 needs 20mW to take off, so its unlikely that will come from EV in the short term. However SAFs and jet engines cause noise pollution and NOX, so another option is to see if the plane can take off with electric ie lots of fans and once in the sky the jets open up to take people on long-hall.
Its horses for courses with many combined technologies