I assure you it's not a troll post-I'm genuinely asking because I have no knowledge of this. If I attend, will I be forced to wear shorts? Even if I let them know beforehand that my religion does not allow it?
You will get your best answers from the primary source - USCGA. Organize your questions, start with the chaplains’ office as the soft approach.
You won’t be physically forced to do anything, but there are uniform and grooming regulations that come with the privilege of wearing a uniform, with which compliance is expected, and which military people understand is part of the nature of uniformed military service. Educate yourself on those regulations and how they may or may not conflict with your religious practice. Once equipped with that information, you can make a choice as to whether or not to apply/attend, depending on your personal choices and priorities.
Exceptions to these kinds of things may or may not be made at the unit level, and because of precedent, it would more likely be a matter for the CG manpower policy folks in DC to determine.
Knowledge is power. If you get on the phone, you can find the answers you need from the people who deal with these concerns - then make your decision.
I respect your desire for modest dress and other outward observances of faith. The sooner you find out the authentic answers instead of best guesses or anecdotal comments on an anonymous Internet forum, the better you will feel about your choices.
And don’t worry about talking with a Christian chaplain - they all get inter-faith training, have peers in the chaplain community they can call on, and will have contacts in the civilian faith community. When I was assigned to USNA, Rabbi Panitz, a Jewish chaplain, looked after the Muslim midshipmen, because he understood the concept of dietary restrictions and non-Christian holidays and observances.