I don't see it. Im pretty sure they're the same model underneath?
They...look like dogs to me. I can't tell.
I don't know, I guess Zacian is supposed to represent the attack, speed, and Zamazenta the defense, so it should be bulkier, but I think what makes me think of Zacian as feminine is the softer colors, the slimmer legs, the smaller ears, smaller mask (softer, rounder), it has a more stylized mane kind of how a woman would fix her hair, as opposed to the Zamazenta's mane which looks tougher, scrungy. Also Zacian has longer hair covering its back legs, resembling a dress to me, while Zamazenta has that dark blue on its front legs, kinda giving it a more masculine look. Even the paws look smaller in Zacian.
Who knows. I really didn't notice that with the video, it was until I saw the artwork of both side to side that it struck me that they looked kind of male and female.