@freemo
I think it's both and generally absurd. It's just a language game. We perceive them as women because of secondary and terciary sex characteristics. We don't know if they are female or not, because we don't know their chromosomes and reproductive organs.
And with most of them (I assume, because I don't know which characters are in the DLC), we don't know how they identify because the characters or their creators didn't explicitly state how they identify.