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There is one Dawn figure that does have panties, which to my knowledge is surprisingly the western action figure that came out back when DP was airing. I did have a picture that I now can't find, but they weren't molded in, just painted on her leg joints. They were the same colour pink as her dress.
As far as I'm aware those are the only two official Pokémon figures that have panties, although GEM Jessie's spats are quite dangerously close to being panties. Somewhere out in the multiverse in the Berenstein Bears timeline the GEM Nurse Joy also has panties, but not in this one. (I only say this because I recall her having some but when I checked not long ago I found out that she has spats.)
