Exact Solution
You request for an "exact" solution is the problem. The problem is with the exact definition of "exact". You try to explain this by
Is there any real expression in finite terms [perhaps we call that closed form, I am not sure]
Algebraic Closed Form
The Abel-Ruffini Theorem says that there is no general closed form solution for even fifth degree (or higher) polynomial equations. Here closed form means using rational constants, the four elementary operations: +, −, ×, ÷ as well as radicals $\sqrt[p]{q}$ (the $p$-th root of $q$).
Closed Form
The term Closed Form is defined by wikipedia is
In mathematics, an expression is said to be a closed-form expression if it can be expressed analytically in terms of a finite number of certain "well-known" functions. Typically, these well-known functions are defined to be elementary functions—constants, one variable $x$, elementary operations of arithmetic (+ − × ÷), nth roots, exponent and logarithm (which thus also include trigonometric functions and inverse trigonometric functions)
Even this extended definition does not suffice to solve high degree polynomials. And we are looking for a solution to an infinite degree polynomial (infinite series). So you might get lucky, but more likely is that you will not.
Why closed form?
But what exactly is achieved by this closed form "exact"-ness. We can write $\sqrt2$ or $\pi$ as a closed form expression, but these closed form expressions suffer from all the problems you are complaining about. If you ask Wolfram Alpha for any number of digits for $\sqrt2$, it will only be an approximation and not exact. There any any number of very fast ways to get as many digits as you want for $\sqrt2$ or $\pi$ but then the same can be said about $x=\cos x$.
The point is that there is a single unique number that represents the solution to your question (an easily proved fact). That number becomes no more exact by giving it a special greek letter (like we did for $\pi$). There is an exact solution, and that solution can be found to as many digits as desired, without much effort.
Analytic Expression
A more general concept that the closed form is that of an analytic expression, which allows a potentially infinite number of basic arithmetic operations and common functions. This opens the door for infinite series, and the common functions are extended to include many special functions. In that sense, your question is finding the zero of analytic expression $$0 = x - \cos x$$