= Solution
A $k$-colouring assigns one of $k$ colours to every vertex so that adjacent vertices have different colours. The <chromatic number> $\chi(G)$ is the least such $k$. An <independent set> contains no adjacent pair, and the <independence number> $\alpha(G)$ is the maximum size of such a set.
For a concrete first example, start with the five-cycle $C_5$ and apply the <Mycielski construction> $r-2$ times. Each application raises the chromatic number by one and preserves triangle-freeness. The resulting graph has chromatic number $r+1>r$ and contains no triangle, hence no <complete graph> $K_r$ for $r\geq3$.
We next prove the stronger high-<girth> assertion by the <probabilistic method>. For a large integer $n$, take
$$
G\sim G(n,p),\qquad p=n^{-1+1/(2g)}.
$$
If $X$ counts cycles of lengths $3,\ldots,g$, then
$$
\mathbb EX
\leq\sum_{j=3}^g\frac{n^jp^j}{2j}
=O\left((np)^g\right)
=O(n^{1/2}).
$$
By the <first moment method>, with probability tending to one $X<n/2$.
Let $m=\lfloor n/(2k)\rfloor$. The expected number of independent sets of size $m$ is at most
$$
\binom nm(1-p)^{\binom m2}
\leq
\left(\frac{en}{m}\right)^m
\exp\left(-\frac{pm(m-1)}2\right)
\longrightarrow0,
$$
because $pm^2=\Theta(n^{1+1/(2g)})$ dominates $m\log(en/m)=O(n)$. Hence with positive probability $G$ has fewer than $n/2$ short cycles and $\alpha(G)<m$.
Delete one vertex from each cycle of length at most $g$. The remaining graph $H$ has no such cycle, has at least $n/2$ vertices, and still has $\alpha(H)<n/(2k)$. Since each colour class is independent,
$$
\boxed{\chi(H)\geq\frac{|V(H)|}{\alpha(H)}\geq k.}
$$
This proves that there are <graphs of arbitrarily high girth and chromatic number>.
For the final claim, begin instead with
$$
G\sim G(N,p),\qquad N=2n,\qquad p=N^{-0.69}.
$$
The expected number $T$ of triangles is
$$
\mathbb ET=\binom N3p^3=O(N^{0.93})=o(n),
$$
so with probability tending to one $T<n$. Put $m=\lceil n^{0.7}\rceil$. The expected number of independent $m$-sets is bounded by
$$
\binom Nm(1-p)^{\binom m2}
\leq\exp\left(
m\log\frac{eN}{m}-\frac{pm(m-1)}2
\right)\longrightarrow0,
$$
because the positive term is $O(n^{0.7}\log n)$ whereas the negative term has order $n^{0.71}$.
Thus some such $G$ has fewer than $n$ triangles and no independent set of size $m$. Delete one vertex from every triangle; more than $n$ vertices remain and the graph is triangle-free. Take any induced subgraph on exactly $n$ vertices. Vertex deletion cannot increase the <independence number>, so the resulting graph satisfies
$$
\boxed{\alpha(G)<n^{0.7}.}
$$
This is the <triangle-free graph with sub-power independence number> construction.
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