interesting. just watched it on prime and the scene starts with her in a robe, she takes it off and is wearing a bra and panties; he breaks in and gets a look at her - still in her underwear - pulling a dress over her head.

It's the scene just before her first sexual encounter with Keegan. She walks into her bedroom and locks the door; her back is to the camera and she strips off a long dress (not a fur coat). We see very briefly that she is nude before she pulls on what appears to be a nightshirt. The lock is very flimsy and Keegan breaks in, getting a quick glimpse of her while she is changing. It's on the DVD.

You're right, there is a scene like that in the version I saw.

Could you be thinking of Sean Young in No Way Out?