Is a compensatory sacrifice (dam) required from someone who intended to perform Hajj from the Miqat of Yalamlam and said, "Here I am for Hajj" (Labbayka Hajj), but did not wear the Ihram garments to avoid checkpoints, then returned before reaching Makkah out of fear of inspection? And is it permissible to merely intend Hajj without wearing the Ihram garments at all?

The state of Ihram is entered into merely by intention. If you intended Hajj from the Miqat while wearing your ordinary clothes, then your Ihram has commenced, and you are liable for a fidyah for wearing sewn garments and for covering your head. Since you were prevented from completing Hajj due to the lack of a permit, you remain in your state of Ihram until you go to Makkah and release yourself by performing Umrah, and then sacrifice an animal (hady - a sheep). If you are unable to do so, then fast for ten days. You must also perform Hajj in the following year. As for the prohibitions of Ihram that you committed out of ignorance, such as cutting hair and trimming nails, for each category of these, there is one fidyah (a sheep, or fasting for three days, or feeding six needy persons). There is nothing for luxuries, such as using perfume and wearing sewn garments, if done out of ignorance. If sexual intercourse occurred out of ignorance, Hajj is not invalidated according to many scholars.