Since everybody is curious: yes, you do have to wear underwear when competing in a Highland dance competition. Unlike traditional civilian or military kilt wear, Highland dancing has rules requiring proper undergarments, especially given all the jumping and high-energy movements.
“There is a road to freedom. Its milestones are obedience, endeavor, honesty, order, cleanliness, sobriety, truthfulness, sacrifice, and love of the Fatherland.”