In Jainism this depends on the sect:

1. Digambar Sadhu

- “Digambar” means sky‑clad. - A true Digambar muni does not wear any clothes at all, so there is no question of underwear.

1. Shvetambar Sadhu

- “Shvetambar” means white‑clad. - A Shvetambar sadhu wears only very simple white cloth – usually: - one lower cloth, and - one upper cloth (like a white shawl or chadar). ( jainknowledge.com) - The ideal is minimum clothing, without extra stitched or body‑fitting garments. - Traditional maryada is that they do not use separate “underwear” like householders do (no extra comfort‑clothes, elastic garments, etc.), because that increases possessions and bodily comfort, which goes against aparigraha (non‑possessiveness) and sanyam (restraint).

So in short:

• Digambar sadhus – no clothes at all.
• Shvetambar sadhus – only simple white outer cloths; no separate modern‑style underwear is kept as an extra comfort item.

You can read more on sadhu dress and discipline here