@poisin_kat They get that "veil" look by being very VERY careful, sculptors who carve the stone to make it appear like transparent clothing literally just pay attention to detail and take their time. It's kinda like creating a optical illusion, like when you look at a 2D drawing and it appears 3D, it's all about perception of depth. So when carving you have to pay attention to what the viewer is going to see and how light will play a role in this, for example to make it appear like the statue is wearing clothes all they're doing is carving the stone at different depths, this way they control the reflection of light and therefore the way the eye interprets depth. It's kinda hard to explain without going over the word limit so I suggest reading this, it's about the famous Veiled Lady:
https://new.artsmia.org/teaching-the-arts/find-yourself-face-to-face/veiled-lady/
https://new.artsmia.org/teaching-the-arts/find-yourself-face-to-face/veiled-lady/