What I did was "Customized" her at the start of a new game. I rotated heads around until I found something suitable to match the portrait (black hair and horns). And during the game I removed her "armor" (though it wasn't seen on her body anyway - just a blank space where armor should be) and her natural body showed up. I put the armor back on and her natural body stayed as it was - natural.
So basically, I now have a Purgatori with two super swords, walking around in bra and panty. No shoes, no high heels, not even a tongue ring.