At my local pool there's signs saying No boys over the age of 6 allowed in female change room (vice versa in the males, no girls over 6).
As for bathing, you do what's comfortable. I'm very open with my kids and I have no issue with them seeing me or DF. We never make a big deal out of it and they know boys and girls are different and why.
Your kids will tell you when it's no long ok with them!
My nephew was very shy from around 5 and no one could look at him!
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