Hmm... I don't think any of them would sleep naked. At least not sober.
We've all seen how Arthur gets at least semi naked when drunk. Wouldn't be surprised if he's gotten fully naked at least on occasion.
Not necessarily, sleepwalking, but I think Arthur often ends up in one of his brother's beds after a drunken night. I have the headcanon that Arthur likes to hold onto/cuddle something or someone when sleeping. So drunk and without a filter he seeks the affection he craves.
And sometimes yes, this leads to sex, especially if he goes to Alastair and they're both drunk. Usually Dylan, even if he's tipsy himself would rather care for and cuddle Arthur instead of have sex. And Conner, usually Conner is conked out and doesn't realize Arthur is there until the next morning (though Arthur usually goes to Dylan and Alastair since they're older and just make him feel more secure).
