Ladies: what one does there, having first taken off clothes (9)
I believe the answer is:
peeresses
'ladies' is the definition.
('peeress' can be a synonym of 'lady')
'does there having first taken off clothes' is the wordplay.
'does there' becomes 'pee' (I am not sure about this - if you are sure you should believe this answer much more).
'having first taken off' means to remove the first letter.
'clothes' becomes 'dresses' ('dress' can be a synonym of 'clothe').
'dresses' with its initial letter taken away is 'resses'.
'pee'+'resses'='PEERESSES'
'what one' is the link.
I am not very happy about this link. Some or all of it may belong to another bit of the clue.
(Other definitions for peeresses that I've seen before include "House of Lords members" , "Ladies of the lords" .)