@HjUotilaRather similarly, I would say.
I'm a Latvian. That's slightly south from Estonia. To us, Estonians are introvert northerners and Lithuanians are extrovert southern traders(scammers), but those are differences between the three "Baltic Sisters" likely incomprehensible from any sort of distance. Perhaps it's worth to mention that at some point in history the term "Baltic Nations" included Finland as the fourth member.
Parts of Latvia share history with Estonia pretty much blow-for-blow for at least 8 centuries and I believe pre-christian traditions were very alike too, although Estonians have natural and deep ties to Finland and Scandinavia Latvians don't despite assimilating another Finno-ugric tribe (the Livs).
That's all a very rambling way to say I'm pretty sure we can extrapolate Estonian attitudes as some average between Latvian and Finnish and not be too far off.
Latvian sauna culture is perhaps closer to Russian than Finnish as far meaningful differences can be drawn (like, as the naming tradition calls dry sauna "Finnish" and steam sauna "Russian" but of course that's artificial).
In the ethnographic tradition (as derived mostly from a body of 4-5 million folksongs recorded mid-late nineteenth century) it appear that adult men were generally separated going to sauna first and leaving before (most) women and children arrived. But that's recommendation not a rule and won't apply to lovers, newlyweds, married couples, the appointed sauna master, some teenage boys sometimes, etc. Highly situational.
(And yes, that's focused on somewhat semi-public sauna as the model is of an almost totally self-sufficient household consisting of extended multigeneration host family plus a load of farm hands and maids that may or not form up to four additional families between them, all living under the same roof in relative isolation.)
Anyways, sauna is a sacred space where wearing clothes is insulting to the sauna spirit (and to God by proxy).
(Worth to note that in said traditional peasantry model people are born in the sauna, as it double up as medical facility for most of acute purposes.)
However...
Doing useful work in the nude may be insulting to said work.
Coming to dinner table nude is insulting to the food.
(...and in both cases to the God by proxy.)
There's very strong separation between functional and sexual nudity, where functional nudity is natural and expected, while sexual nudity a magical taboo. The distinction can be situationally fluid and very confusing and greatly dependent on subjective attitudes and presentation more than anything objective.
It's considered rude to even acknowledge (female) nudity without consent to do so, and men are supposedly responsible to actively avoid seeing it if the consent to do so is denied or assumed denied, not acknowledge at all if consent is unknown or neutral, but free to enjoy the view if allowed or entitled to.
Female nudity is pleasing and magical, but the female can be (magically) hurt and damaged by being seen nude without consent she solely owns.
In contrast, male genitals are seen as intrinsically offensive and apparently able to magically damage onlookers, so a man has responsibility to obtain consent to expose himself, especially from womenfolk present, but otherwise his modesty is not expected.
That's all ancient theory, and perhaps even my own unique interpretation of that, but still relevant to explain attitudes in the region I believe. And to some extent I believe the same base is applicable even to Russians as well, only unlikely Latvians who managed to conserve those old, arguably matriarchal ways to some degree all the way to late twentieth century only recently losing to sudden extreme urbanization and influence of globalized (anglophone) attitudes, Russians have much more accumulated damage of patriarchy and Abrahamic religions on top of it. Also the national character is notably different. Although I only have had contact with Latvian Russian speakers, and that's already a special breed. Deep Russia is reportedly rather alien universe to us outsiders.
But in practice, growing up in the eighties it was quite confusing, as every single person I know had their own unique attitudes about nudity that at times differed wildly all over the place.
Grandfather's farmhouse back then didn't have a sauna (nor an indoor toilet) and in winter we bathed in the kitchen, including bringing portable bathtub in there sometimes. Summertime, down by the river outdoor nudity was somewhat normal, with rules a bit resembling very liberal open air bathroom (yes, it's complicated, especially when mom, then an aggressively asexual prude, was there), but not in the yard, nor in the house except when functionally self explanatory. Grandfather enforced proper clothing while openly wondering why athletes, especially swimmers wear swimsuits while competing and (semi-seriously, I think) claiming swimsuits were invented by communists just to mess with the natural order of the world.
And while watching Brezhnev's funeral on TV I shit in the pot in the living room (that doubled up as grandfather&grandmother bedroom as there was two rooms total, the other was bedroom of dad&mom, my sister and myself), something I would unlikely remember not for adult's political jokes that made it into a statement (the anthem started and they discussed what would rather get us all deported to Siberia, if I remain sitting or stand up with pants down and shit). I turned six little more than a month after that.
In the preschool class there was zero gender segregation apart from toilets for the pupils. For sports and midday nap we changed all in a common, open spaces. The very first day I ended helping a little city princess change into silk pajamas, she was apparently so spoiled she couldn't dress herself. Yes, we become friends for next four years and sunbathe together nude in the medicine museum backyard where her dad, a repressed professor, was a janitor.
Late Soviet attitudes to nudity were likewise seemingly somewhat schizophrenic overall. Famously "there's no sex in USSR" dominated the top-official quite extremely prudish attitude. But when a superstar director filmed full frontal of a teenage girl in a scene that couldn't be fully cut for plot purposes, and the appeals went to the highest levels, instead of ordering the scene recast they allowed one breast to be shown. But not both, one.
Implied, distant, or carefully nothing-to-be-seen nudity was quite common in Soviet movies mostly rather truthfuly depicting reality at that I believe, including even in daytime youth's TV where sexual innuendo wasn't uncommon. In Latvia, there was a somewhat lightly rebellious magazine oriented on arts and popular music, and they printed photo art (one piece at a time) that was nudes more often than not. Yes, and there were unofficially-official nudist beaches both on the Baltic and Black sea, famously in Crimea. Nudism, while illegal, was tolerated as form of rebellion by creative elites, and quite popular. Then, it really wasn't anything that special as skinny dipping was still quite the default for assumed privacy in wilderness anyway, only the social aspect of it was uncommon.
To understand Russians, and to a lesser extent the people exposed to them it's important to grasp the distinction between the private and public persona. The same individual can express and indeed hold diametrically opposite views, attitudes, tastes and principles depending on their assessment of the situation as private or public. For Russians the division is almost total. The public persona is primarily but not always conforming, but always calculated. The private persona is meant to be privileged access only, emotional and arbitrary, but also principled.
And then there's the pofigism. That's pofig ~ "I don't care" or "fuck it all" roughly. It's a very deeply overarching attitude that can't be described only experienced and even then not understood. What it means to our theme of nudity and attitudes to it, for an arbitrary Russian, it doesn't really matter what their supposed character or principles or views and attitudes, either privately held or publicly projected actually are, in the right situation, with the right pressures they won't care. And, say, strip in public for momentarily convenience, or totally ignore another doing so, or shamelessly invade someone's else privacy or whatever. Seemingly arbitrary.
And the very next moment they can go back into righteous outrage over some starlets semi-transparent blouse, either deeply believing that's the reaction expected from them or even actually angry that person made a mistake in their public presentation in their opinion.
But to conclude, for such a person you propose, if it serves your purposes to an extent almost any weird attitude imaginable wouldn't be too unbelievable in my opinion, but you can somewhat safely draw from your own experiences otherwise and be close enough.