tis a tricky one, there are kind of options though.

I say kind of because none are really good.

You can add top line of vertices on each underskity to the Choreographed group.  This will esentially men they will float in space without being attached to anything.  But you will need to move them a little if the pose is too crazy.  Moving them is a pain because you have to move the whole model, you can't just move the grouped vertices.

You could add the same vertices to the contrained group, but this is likely to cause some odd behaviour in extrame poses, as the vertices will try to move with the legs and hip.

I think the first option is the most likely to work ok, though remember to put Cloth Self Collision on in the Sim settings, so that the skirts dont poke through each other.

I hope that helps.

John.

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