Check transpiration friendly clothing (I am missing the terminology right now) - the underware (and apparel) that you would wear while doing intensive sport. There exists fabric that attempts retention of heat and avoidance of sweating (and its cooling effect).

(By the way: as I tried searching for better terms, three instances, I met the following results, one per instance: 'transgender clothing'; 'see-through clothing'; 'the sexualization of women in sports'. The search engines algorithms are getting some fixation?)