Grow up, and solve your problems rather than behaving boorishly during the cruise. You don't have to suffer.
1. My feet hurt from my high heels, no matter how good they look. Have you ever worn high heels??
Then buy a pair of dress shoes of decent quality that fit properly and don't hurt your feet. The most common causes of shoes hurting feet are (1) imprper fit and (2) poor quality.
If the heals are the problem, though, you don't have to wear high heals. Pumps or low-heeled, but dressy, sandals would be fine.
2. In the dining room the lights are on and people can see how you are dressed. During the show the lights are off, you are NOT the show so who should care how you are dressed?
You are in the showroom before and after the show, when people DO see how you are dressed.
Also, some of Celebrity's shows involve participation by members of the audience so you could be in the spotlight without knowing in advance.
Also, Celebrity's photographers are throughout the ship on formal nights filming for the cruise video that could immortalie your cameo appearance in inappropreate attire.
3. I do get cold easily and would be more comfortable in a nice warm sweatshirt and jeans. (I can hear the gasps of total shock all the way across the country!)
Then bring a shawl to wear over your shoulders and arms and wear stockings or panty hose with a full-length dress to keep your legs warm.
4. Believe it or not , I AM on vacation. I am giving them LOTS of my hard earned money to relax and enjoy myself. I am not on show for them or other people, and aside from the formal night in the dining room, I should be able to dress as I please, as long as it's not sloppy with holes in my clothes.
Yes, and YOU chose a vacation package that includes events that require proper attire. You do have other options. If you don't want to dress as required, make a different choice of vacation packages.
Whether you like the fact or not, the prescribed attire is part of what sets the atmosphere of formal, semiformal, informal, and casual evenings. The other passengers on your cruise have paid good money for a package that includes formal evenings and the atmosphere that they provide, and the cruise line has a legal obligation to deliver what it promised to those passengers. You have no right whatsoever to crash the party in inappropriate attire.
Either get with the plan or go elsewhere. It's your choice.