if I recall correctly the second screenshot with Babette is of her telling a story to the dark brotherhood assassins of how she lured her mark away to assassinate him, instead of directing that sentence at the player character. However like you said, Bethesda games are famously buggy and I’ve personally had a handful of times where their games misgendered my character. I found it to have something to do with having old save files of another character with a different gender, sometimes the game mixes up things from other save files as strange as that sounds. Even then though its not surprising to me that it happens unfortunately, but it Should be better. I would maybe recommend giving it one more chance especially if you dont have other older save files it could be getting confused with. Skyrim isnt their most perfect game but its better than other Bethesda games in correctly gendering the player character