Aye being a Scot myself and having worn a kilt since the age of 7, there are two things that need clarification.
1. The cold winds do not blow up under the kilt, that's why we wear them to keep warm. Sometimes we wish we had a cooling breeze.
2. Whats worn under the kilt, my answers are either, if a good young lass asks, I normally say, Mam give me your hand? If a man asks, my answer is, lipstick of course.
Lastly, as the true Scots say, 'Tis nae the length nor the breadth that counts, but the squirt.