I had to think about "knickers" for a few seconds - but when she said it was embarrassing, I remembered I'd heard knickers was a word for underwear.
When I hear knickers though, I think of the short pants that golfers sometimes wear that go just below the knees - with elastic at the bottom so that they fit snug around the leg and then with socks pulled up to the knickers.
I sometimes find my underwear in MY backyard
thank goodness, they can't get out of my yard - or I'm sure they would be in the neighbors yard!