I spent most of the day in conferences but I was able to corner a couple of locals and ask a few questions. Such as... "What does one wear under a Kilt?" The answer: "It's a personal choice but most wear.....nothing." According to the guy, the kilt is quite heavy and doesn't blow up in the wind (my question) but according to the lady during some festive events like weddings the guys get a little rambunctious and if they dance too hard you may get a flash of more than you wish. After she offered that bit of information, the guy admitted that another problem is sitting down in and getting up from low couches.
So now you know.