For Zelda, who would be blushing furiously if anyone asked about her undergarments, a thin camisole, pantalettes (about calf-length), and a petticoat. (It's surprisingly hard to find an illustration of medieval-esque underwear! And since Hyrule has schizo tech anyway, let's go with Victorian.)

For Sheik... do you think you could fit anything under that skintight spandex? XD