You just need to tell her...
You have a choice.
You can wear shorts under your skirt or dress, or you can wear pants.
My daughter wouldn't be caught dead without shorts under...she didn't want anyone seeing her panties.
At this age they climb on monkey bars, slides, etc.
If you've already taken her dresses and skirts away and she's still pitching a fit, then don't offer to let her wear them. A fit and choking herself isn't worth it.
It reminds me of one of my favorite jokes.
Suzy came home with a large ice cream cone after playing outside.
Her mom asked her where she got it.
Suzy explained that the boys next door gave it to her and all she had to do was climb up a tree.
Her mom said, "Suzy! Those boys just wanted to see your underwear!"
Suzy said, "I know that Mom. Don't worry. I tricked 'em. I wasn't wearing any."
My daughter had spandex "bicycle" type shorts that she wore under things. They didn't have seems and zippers and were easy to get up and down for the restroom, etc. She had them in different colors. Maybe you could try some of those if you can find them.
Otherwise, no shorts no skirts. They get too busy to remember to be lady-like.