Are my actions correct when I see girls buying un-Islamic clothes in the market, so I advise the one closest to me verbally or describe it to the saleswoman, while taking into account potential security harm and annoyance to those accompanying me, and the presence of non-Muslims?

A Muslim woman should reduce her visits to markets due to the abundance of objectionable things (munkarat) therein, as they are among the places most detested by Allah. Enjoining good and forbidding evil (munkarat) is conditioned by one's ability. It is not within a Muslim's power to object to every reprehensible act they see in the market, because it involves great hardship and might cause them embarrassment. Therefore, do what you can to object in an appropriate manner, and avoid what might cause you embarrassment or harm.