Methane >> carbon dioxide as a polyethylene/linear polymers feed stock. Double bonded oxygens are hella higher affinity than four loose hydrogens. Also as pointed out, even in a concentrated combustion effluent stack CO2 is low concentration at atmospheric pressure.

I don’t know about methane as an aromatic/hybridized ring building block. Anything is possible with chemical synthesis but is it energy feasible.

There’s always plant hydrocarbon feed stocks but I think using arable land to make plastics is dumb and also carbon intensive. (I do wear cotton clothing tho because you need to make trade offs).