I have seen a nude version of this piece, but I cant find the source of the nude version. as for when I have seen the nude version; wallpaper engine but it's not listed in the file library.
Not sure if you're still looking for that version, but it's a third-party edit and can be found on other image aggregators, like Sankaku.
I forgot that Hellagur did hail from Ursus before rolling with us so he's probably quite an avid ballet watcher. Liang Xun, however, is the amusing wildcard since it doesn't look like he's the type to enjoy these kinds of things