Responses
It's most likely "he" is a woman, but I don't know if "he's" the ice queen. It's entirely possible, in fact, I think there's at least an 80% chance of that happening, but I'm a little unsure because we haven't seen "him" in combat yet.
and probably not just any woman, but the ice queen (or what ever the name is of that one female warrior that was mentioned 2-times already). If you think about it, it totally makes sense. "he" isn't manly in any way, clothes are baggy to hide her figure, is elegant but trained in hand to hand combat, embarrassed when dad is naked or openly peeing, etc. and another reason why it's the ice queen, for a woman to be educated in both literature and martial arts the family has to be rich - which "his" is. and I think the reason why she was mentioned previously, even 2-times at that, is so we get to remember the character so we know her when she is reveled.