The Prophet ﷺ would contact and embrace any of his wives while she was menstruating. She would wear the wrapper up to half the the thighs or cover her knees with it. (Using translation from Abū Dāʾūd 267)
عَنْ مَيْمُونَةَ زَوْجِ النَّبِيِّ ﷺ أَنَّ رَسُولَ اللهِ ﷺ كَانَ يُبَاشِرُ الْمَرْأَةَ مِنْ نِسَائِهِ وَهِيَ حَائِضٌ إِذَا كَانَ عَلَيْهَا إِزَارٌ يَبْلُغُ أَنْصَافَ الْفَخِذَيْنِ أَوِ الرُّكْبَتَيْنِ مُحْتَجِزَةً بِهِ