I have not been to the Neptune festival, so I cannot comment on that.
Would like to correct the heading. The Neptune Festival is in Ukraine, not Russia. Russia illegally annexed the Crimea and there is currently a war between the two. I just married a Ukrainian on the first of this month and this is a very sensitive and sad situation for them.
To avoid taking a political side when it comes to a disputed area -- which would offend one side or the other --
I would recommend not mentioning either place. In the case of this heading, just say Neptune Festival - Crimea or something.
As for nudism - Ukraine is VERY open about it. There is a fantastic nude beach (Hydropark) on an island in the river in the heart of Kiev. And when exploring the country we often skinny dipped without anyone batting an eye, even if it was not an official nude beach.