I think it would have been immodest, yes. It certainly wouldn't have been in keeping with Jewish culture.
But, more to the point, I think the Bible clarifies it's accounts pretty well (such as with Peter), and if David had been entirely naked, it would have said so. JMO!!!!
Look at the shame that was inferred upon Ham when he saw his naked, drunken father in the tent...and yet dancing naked on the streets with women(and probably children) watching would have been acceptable to the Lord? I doubt it. (That story also clarifies that Noah was naked.)
Anyway, the story about David
states that he was
girded with a linen ephod. It is
possible that he wore it around his waist, since "girded" means "
as a belt; armor", and "ephod" means a
"girdle; specifically the...high priest's shoulder piece."
Also, that might fit in the context of what Michal said, when she accused him of uncovering himself as one of the "vain fellows shamelessly uncovereth himself." The picture that comes to my mind is a young man taking his shirt off.
Since the scripture does say that he was wearing
something, then I'm going to agree with it, and say he was not entirely naked. BUT, it's possible he was flashing some skin. I just doubt he was flashing his white and shiny hiney.
