If you choose to wear a hijab, that's okay.
If you choose to wear short shorts, that's also okay.
If you choose to wear a hijab and short shorts at the same time, that's your business and not mine. However, you shouldn't Be loudly talking about how modestly dressed you are when your shorts barely cover your underwear.
(I don't know anyone who has been to this extreme, but I have seen some...interesting...clothing combinations lately.)