It is not the material of the article of clothing that makes it UnTznius, (e.g Denim) rather the lack of length, (not covering what needs to be covered) tightness,(revealing) or translucent (seethru) nature of the material or a slit running up 2 the sky to make it NOT TZNIUS.
Nothing wrong with denim skirts as far as tznius, if above
criteria are met. Just like theres nothing wrong with wearing
a bend-down hat, just because a satmar chassid wont wear it,
doesnt make it wrong, same way some yeshivish or heimish wont
wear denim.
Chas V’shalom to not wear a denim skirt on grounds of Tznius
but to wear a tight black top and a matching black short skirt
is ok???
Wear all the denim you want as long as its long and not tight no
slit going up too much. (near the knees).