The wudhu which is done while taking a bath naked is lawful and valid as per the Shariah and the salah which are offered with it shall be correct and valid. However, it is not good to take bath completely naked as it is better not be naked in loneliness as well. The holy Prophet Muhammad (صلى الله عليه وسلم) said:
الله أحق أن يستحي منه من الناس .
Allah is more entitled than people that bashfulness should be shown to him. (Bukhari, Tarjama al-Bab p. 42)
Allah (Subhana Wa Ta’ala) knows Best
Darul Uloom Deoband