The Messenger of Allah (sal Allahu alaihi wa sallam) said: “Indeed Haya
(modesty) and Eeman (faith) are companions. When one of them is lifted, the other leaves as well.” [Baihaqi, Shu’abul Iman]
Haya is a special characteristic of a Mumin. People who are ignorant of the teachings of the Prophet (sal Allahu alaihi wa sallam) do not concern themselves with Haya.
Haya and Eeman are interdependent ; therefore, they either exist together o they both perish. One begins to do immodest deeds, these lead to vulgar deeds; then a person begins to justify his lewd actions, thereby negating the teachings of Islam. Denying the teachings of Islam (e.g. that Hijab or guarding one’s gaze is not required of Muslims), is Kufr (disbelief).
Thus, we see that Haya and Eeman go together, when one leaves the other leaves as well. You can judge the level of your Eeman by your level of modesty.