When not regimental I wear Jockey boxer briefs which come in a variety of leg lengths from short to lower thigh, as well as a variety of colors. Having several colors makes it easy to find a pair that roughly matches one of the dominant colors in my kilt so that should there be an unfortunate inadvertent "viewing" it is usually hard to tell if it was underwear or just the kilt. Black or white are also safe albeit less camouflagelike standbys.

Yes some of us have to wear undergarments sometimes, me becasue I work with children or am around them a lot even when not working.