Okay! This article is a good starting place: Undoing Sexual Shame
. It can also help to drill down a bit on what the shameful messages are connected to. For example, do you feel like got messages that sex was bad or taboo in general, or that certain actions or desires were bad? Or was it tied to comments about your body, sort of framing the sexuality of someone who has a penis as being inherently negative?
Ick, they're not doing a great job listening to you OR modeling good conflict resolution skills with those responses. That can make this situation trickier to navigate, but I think there's still room to push back a bit. One would be to point out that this is how your body us shaped right now, and treating that as something inherently bad or obscene (or assuming you wearing things that are comfortable is automatically about showing your penis) doesn't make any sense and isn't actually helpful to you or anyone else.
Depending on how comfortable you are pointing this out, you could make the comparison to someone with a large chest getting told that they're being "provocative" no matter what they wear. You mention you're parents are left-leaning, so I'd hope they'd be able to recognize for the sexist garbage it is and realize that they're functionally doing the same thing to you.
Speaking of clothes, do you feel comfortable pushing back on some of their demands around how you dress? For instance, you mentioned the no tight underwear rule and why it's counter-intuitive given their worries. Do you think you could point that out to them?