Do I have to obey my husbend when he asks me not to remove my Shylah when I'm with ladies and there are no men? Does he have the right to do that?

All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger.

A Muslim woman must obey her husband when he orders her to obey Allaah and His Prophet and she has no right at all to disobey him within the Commands of Allaah and His Prophet .

It is compulsory for a Muslim woman to learn the Commands of Allaah and His Prophet so that she would not be disobedient to Allaah in her dress, food, dwelling, and when going out of the home to the market, restaurant and the like.

At the same time it is compulsory for the spouses to cooperate and deal with each other kindly. A husband should not force his wife in matters which are not important in Islam as mentioned in the question, like removing the Shaylah and other kinds of garments as long as she is not contradicting the teachings of Islam. The Prophet said: "The best among you are the best (when dealing) with their wives, and I am the best with my wives." [At-Tirmithi]

Therefore, the husband and wife should have the characteristics of Muslims, like mutual trust, affection and being tolerant in regard to small mistakes.

Finally, it should be noted that Satan tries to cause enmity and hatred between the spouses in order to separate between them.        

Allaah Knows best.