Yeh, but you can't play with DD and God's challenges together
Just takes a simple tweak in global.gamedatabundle, FWIW.
Change "DisableMods": true,
to "DisableMods": false,
in line 135.
This does require modifying the base game file, and as such many folks might find the idea distasteful/not appropriate.
But if one REALLY wants to play the difficulty enhancing mods and the challenges at the same time, that's how it's done. Then it just takes self-control not to use the mods that make the game easier.
As for the Naked Run itself, as the person who found the info in the game data in the first place (though not the concept, as that was all Harpagpornis' brilliance ), I do wonder if it's actually ever going to be enabled. It might have been an idea at one stage of development but not followed up on. I mostly say that because the placeholder trigger for the achievement enabling (don't hire any companions/sidekicks/custom adventureres) doesn't match at all the concept as described in the stringtable (don't wear armor/boots/shields/etc).
Still it might in fact just be a placeholder trigger there and whenever Obsidian finishes the code to track Naked Runs, it'll be updated with the appropriate trigger. And even if it isn't it gives a nice baseline for this thread to follow as a sort of Ultimate Challenge.