I stopped playing HL2 a while ago. There are newer nude Alyx skins buried in FakeFactory's popular and oft updated cinematic mod. I think that the very nipply screenshot that I found and added here is one of them. I believe your best bet is to get Garry's nude mod but also to make sure that you pick one of the versions of FakeFactory's cinematic mod at link 2. It should be noted that Alyx's face changes drastically through the versions and I don't know what skin you'll end up with!

These should work with EP1 and 2.

Good luck!