Well they point quite strongly to the fact that Kai was directly interacting with Melphi through remotely controlled body double not just with a robot. Some of them also point to the fact that real Melphi is a lot like Sophie , including things which did not seem to be part of the deception like matching motivations (as Melphie), and speech patterns
As for the gender, from the moment of the flashback we actually know that there is no factual reason to assume Melphi is male as all Kai ever saw was a robot without specified gender. As such the assumption she is the same gender as the only incarnation of her we actually interacted with seems reasonable.
Add to that Vode outright telling Kai that Melphie is a she at the end, and honestly my own feelings on the matter are more along the lines of "why shouldn't we think Melphie is female".
I read the second annotation, but all I can say is that during my first reading, while I did not get all the clues, (that took a reread) I just automatically, started to suspect that Melphie- Sophie, as we knew so little about the actual nemesis that her being Sophie seemed like an obvious narrative pastern. ( I read enough of Brandon's work to expect a twist in a story until proven otherwise.) Then last words of the robot being about "rebelling against and not being a puppet" which was at a core of Sophies character, seemed as a good confirmation. Although, admittedly, I did not expect the suicide at the end . Then when Vode called Melphie a She it seemed like a final confirmation necessary.
I knew I could be wrong ,my other more morbid theory was that we might view the events through the prism of Kai and Sophie's discussion about the nature of AI, and that in a ironic twist since Sophie/ Melphie does not consider Machinborn to be people, the "Sophie" we see is a Machineborn copy of herself made to kill herself to prove a point.
But the first interpretation just felt like something Brandon would do, after reading many of his stories, knowing the way in which he treats his female characters, destroying a character like Sophie that way, when there was clear present alternative interpretation seemed unlikely. Especially considering how much the story gains when we think of Sophie as a person and how much it loses when don't.