It's an anxiety thing, usually. They want to feel safe, so they hoard pieces of clothing and trash that smells like you to surround themself with. So the good news is that your rescue does associate you with safety, which is a huge step forward! You can try to replace the underwear with a blanket or towel- just go about your day normally or maybe even exercise for a bit, hop in the shower just enough to get damp, and dry off using the towel or blanket you want to give them. Shower as normal. Then, give the pup the towel or blanket, and some treats to associate it with good things and safety. If severe anxiety is an ongoing problem, look into compression wraps for them, and you can do the scent thing with that, too. You can also try one mg of melatonin about an hour before you leave, and that should help cut down on the initial spike of stress that contributes to the hoarding.