Greetings P., I know this is a controverdal topic but as the mother of 5 and having been a foster parent I have strong feelings about modesty.
My husband and I took the stand that if we wanted to teach modesty to our children then it started right away. I made a point of not being undressed at all in front of the children. Recently when we were celbrating the passing of my husband one of the things that came up was that they learned how special thier bodies were becasue they never saw their father undressed. That doesn't mean that they never did but it was accidental. I made sure that after age 2 we stressed modesty at all times.
I had several foster children that had major problems and often it was centered around nudity and thier parent. I have always told the children thier bodies were a Templ of GOd and not a Visiting Center this was in prepreation for becoming pre-teens and the clothes they would wear. I have seen much confusion and double standards from parents that do not have set boundries from this. I believe you are on the right path and for sure 2 is a great age becaue they are so interested in the differance between male and female. I do know that my son was taking a shower recently and his daughter age 2 1/2 brought her chair in the bathroom to talk to daddy. He just said it's time to lock the door! Take Care of your precious family. Nana Glenda