Can I pray wearing just a nightgown without wearing any underwear, as long as the nightgown and head covering covers the awrat?
As long as any clothing satisfies conditions of dress for salah, there is no issue.
For details you may see here.
A women can pray salah in a nightie without wearing any underwear. Hazrat Umm Salma asked Prophet (pbhu) whether a woman cray pray salah wearing just 'khimar' (headscarf) and shirt without wearing "izar" (which translates to payjama as well as underwear). The Prophet (pbuh) replied yes, the shirt should reaches to the length so that it covers upper part of her feet.