You could look if Java SWT could be a solution, can be done with Eclipse IDE (all for free). SWT uses native components so you could do it like you want to. Other possible could be C++ with QT, it is for free when dynamical linked (open Source restriction is no static linking allowed). This two solutions bringing you native UI on both platforms. One is Java and one is C++. Both has a big ecosystem.
here is a first Video to get started with it.
