I am a little surprised that something as innocent as buying hosiery causes anxiety. I remember as a child (probably 10 or 11) buying stockings for my mother as a Christmas gift - no problem at all. I bought nylons for girlfriends - also no problem whether in a clothing shop or a supermsrket. I never had the impression that hosiery was in the "forbidden" category. Yes, bras, girdles - more intimate items - are more worrying to buy as a male but not hosiery.
Since, for myself, I prefer stockings to tights, I made a point in the 80s and 90s of buying fully-fashioned stockings before they disappeared altogether. On a couple of occasions (in department stores) the sales assistant checked thet I was "aware that these are stockings, not tights". The assistants had automatically assumed that I was buying for my wife and, at that time, almost all sales were of tights. I remember replying that "Yes, that's what she wants". I really don't think those assistants suspected they were for me!
I am reminded of something else that reassured me about buying women's clothes - even underwear. I found that the big department stores in London seemed to attract overseas buyers - men and women - who were presumably buying to take back to wherever they came from (usually the middle east, I think). I saw men holding notes (shopping lists?) and filling baskets with quantities of bras, slips, panties and girdles. If they could do it - so could I!