Well,
I myself cannot stand to have lose fitting clothing on myself at all, it bothers me and feels itchy and crawling on my skin.
That said, i also use a segufix at night mostly for mitigation (actually completly emliminates) sleepwalking as that often resuls in injury (bad foot/leg, nerve damage and other issues).
I do also have a weighted blanked 50# one kng sized and often double it up. I also wear at minimum an LKS sleeper that is snug/tight or a preventawear suit (non strechy one).
During the day i do if out and about will use a corset, but not really tight or to make my figurre any special way, more just support.
I also wear a onesie or even a preventawear suit (they make to fit) and its tight on my skin everywhere, from thighs to chest.
I will also sometimes wear compression pants as well, used to use to help with edema but dont need that after i could walk somewhat again after recovering from an accident, but they are still comfortable especially if wearing jeans or pants as i cant stand them.
I think the feeling of compression is quite common for multiple reasons from nerve damage to autisim to unknown reasons, and based on the fact that things like weighted blankes are even on amazon and sell well, and compression clothing is very popular even not being used for sports or the look.
Your specific feelings will be specific to you, but know that you are not by far alone in prefering compression on your skin, and that is what feel comfortable to you. Other may hate compresion its personal prefs..
But, for daily wearing, i'd look to things like compression pants, usually for medical reasons but easily available, and if anyone says anything about them, just tell them they are compression stockings, and they can google them.
Other things would be just wearing a spandex undershirt, or even wearing things like cuddleduds in cooler weather under your normal streetwear.
You can also wear something like a preventawear suit under your clothes, either the non strech or the strech one, they are cut to semi not be seen under normal clothes and do keep diapers in place and less noticable and they are sensory friendly that is key.
Your outterwear will dictate your underwear, but overall you can wear a lot of items and anyone seeing anything like compression pants or shirt you can easily just say what it is, it's not some fetish item or specific AB type of thing by any means and most will see it as medical, which IMHO is medical being making you comfortable is medical.
So, for easily explainable and mostly undetectable under regular pants/jeans and t-shirt, get some Compression pants and a compression shirt. That will go a long way, plent available on-line.
If you want something a bit more tight and fitted i'd go for something like the preventawear suit, it is back zip, so might be difficult to use bathroom, unless you are in a diaper (they are sorta meant for diapers), but i can do the zipper myself unless my back/arms are acting up. And even some compression pants in addition to the suit. I doubt anyone would know you are wearing even the suit in public, its sorta meant to be under clothes and not seen by most if anyone under a shirt and pants.
that is my take, now it comes down to how much compression do you want and./or restriction.
If you want more compression than just clothing, more comfortable than a back brace as well... I ahve one of these:
That fits me well, and is very supportive and easily can give you as much compression you could handle IMHO...I don not have it laced very tight myself, jus enough to be snug.
These are nice and i have them cut and even have had them readjust them to be more snug, but they last forever and are meant to not be torn so they are tough and dont get loose over time when wearing them like most fabrics.
Ensure ultimate protection with our Anti-Strip Bodysuit. Designed to prevent disrobing for individuals needing extra care. Order now for reliable safeguarding.
preventawear.com
Then some compression pants.
If you have other ideas or more information on your wants, like more specific areas you want or dont want compression and/or if your wanting to use use a diaper or not, that might adjust the things I or other might suggest