Maybe she dressed up as a dude and was a transvestite...
If that were true, then it would be blatantly obvious to notice the different details that normals males don't have.
Zelda uses Shiek as a disguise to make sure she didn't get caught by Ganon. The REAL Shiek is indeed a male, but from what I heard, he passed away before the future state of OoT began. Since his existence in that world was scarce to only being a few, Zelda was able to use Shiek's form as a disguise so that she could blend in with the surroundings and not get caught by Ganon and thus, sealing the fate of Hyrule.
Least this is from what I've heard.