Ladies should certainly not be wearing bathing suits, bath robes or towels in the pool/bath either.

The ONLY exception might be a bath where there is no gender segregation. But you would need to go to some obscure part of the country for that. Of the few baths in and around Tokyo for mixed genders both sexes are required to wear some kind of bathing costume to use them.

And no need to wear a yukata style robe Regency style - wrapping it around your waist is fine.

It is highly unlikely you will be given a real yukata with half width obi belt to wear - this belt (hanhaba obi) does go up to below the bust.