I was going to suggest something disposable, like a garbage bag, newspaper, or an old teatowel or length of fabric held together with a peg or tied in a knot. Might not look great but you can throw it away once you arrive. But then I guess the problem is you can’t use it for the trip home again? I wonder whether you could stash normal clothing somewhere out of the way, e.g. at a train station or hidden in a garden somewhere. Maybe it’ll still be there later when you return? Not sure what time you would be heading home again or if you would use public transport for that, but I’d be surprised if those sorts of indecency laws were enforced late at night, it seems more like a daylight hours thing.