This is an excellent question. Finding the right balance of modesty and intimacy during niddah is a challenge for many couples. The answers depend on each member of the couple and, to some extent, on the norms of the community in which they live.
In general, modest dress for the wife during niddah, both for sleepwear and for going to the bath, is dress that she would wear walking around the house in front of, say, her children. Anything sexually enticing would be inappropriate, but her standards need not be those she to which she holds herself on the street or in front of guests. For example, many women leave their hair uncovered when they are home with their families, including when they are niddah.
These goals can often be met comfortably (and un-self-consciously) with the purchase of a nice, modest bathrobe and nightgown or pajamas.
When she is niddah, the wife should avoid dressing or undressing in a room when the husband is present.
There is no specific restriction placed on the husband’s attire during niddah. However, it is not appropriate for him to dress in a way that his wife finds sexually provocative. In other words, his sleepwear and wear en route to bath need not differ during the niddah period unless the wife finds them provocative. Whether he undresses in the room in her presence is also up to her.