Would you give them trouble if they decided to transition? They have a reputation for killing absolutely anyone who crosses them, regardless of how strong their opponent is or how badly they try to stack the odds against them. As for how they actually ended up getting the sex change? Can we use the 'used the wrong picture to reconstruct their features' bit? As for why no-one comments. (In the final Carnales mission, he points out the girl from that line is lying about her shoes being the this year's latest, and says that they're actually last year's fall collection). On top of that, they're shown in the first game to know an awful lot about women's shoes. They were oddly withdrawn - they virtually never talked, even though the game established they could, and didn't seem to get very close to their fellow gang members.
but being able to move and sound 'like a woman' takes practice. but it's the explanation that makes the most sense - after all, the physical part could just be a medical error.
Boss can become female in the gap between the two games because they were TransgenderAdmittedly, there's not a lot of evidence for this one.