It is not right to change one’s clothes though alone in the room by going naked completely. One should feel shy of Allah. However, wudhu and ghusl shall remain intact and shall not be invalid. One should take care while changing clothes in the room alone that the part below the navel to knee (satr) is not opened.
Allah (Subhana Wa Ta’ala) knows Best
Darul Uloom Deoband