I think that the shaved-legs bit is one of the least nervous-making aspect of crossdressing (when in public). Well, it has been so for me anyway. I mean, I have never been able to consider wearing for example a dress (or full make up) in public (I don't think I can ever do that), but being in public with my shaved legs, wearing shorts, was slightly nervous-making for only maybe the first and second time. But, then, I got used to it fast.
And, initially, when I was wearing shorts on shaved legs, I always wore longish shorts (about knee-level), but actually, I really didn't like longish shorts even then. Since many years ago though, it has been only short shorts for me Well, usually nothing extremely short, but you know, sort of coming to midway between the knee and the waist (I couldn't know how else to explain it; lol).