Modesty/Haya in Islam is not how thick your coverings are. It is in your character, in your words, mannerism, in your actions, in your relationships with other people.
Cover up all you want but if you lack all that modest, you’re still naked !!
Was reading Surah An'am and there's a verse that translates to "your Lord has made it obligatory on himself to be merciful to you" and I put my Quran down and took a deep sigh. A higher being who has nothing to gain from me has made it compulsory on HIMSELF to be merciful to me?