Awww, what a cute little girl. Yes, she looks old enough to sex with some certainty, so if there's no pores or bulges, I think you're safe thinking female.
So, that being said, she looks good. Maybe a itty bit underweight, but not as bad as some i've seen.
Personally, I dont like sand. I've never been a fan of it and It's only ever given me trouble and caused way too many problems. Paper towel is an easy to clean, simple substrate, it just isnt very pretty.
I say give her a good soak, see if you can get the stuck shed off her especially her toes, because if you wait 'till her next shed, more might get stuck, then you might end up with some lost digits, which is never fun
Waxworms will be okay to help bulk her back up, but dont feed them too often after that, they're pretty high in fat.
just my advice for now

congrats and good luck with your little leo, they are great geckos.