She was a woman from the start, but since everyone assumed she was a handsome man she just didn't correct them. It's not like she wanted to be perceived as a man or that she felt like one. It was simply easier going along with everyone. As for the demon king... I'm also looking forward to it, he already looks like a blast :D
Only 3 people knew it. It was the captain, Sieg, and that blond priestess.
http://www.mangago.zone/read-manga/this_girl_is_a_little_wild/hs/mpn_chapter-2205660/pg-9/
^This is why you see Sieg complaining about the MC "entering the men's changing room" because he knew she was female already.
https://secretdreamerdotblog.wordpress.com/the-sword-and-the-dress/
The translator hasn't updated in a while but posted there would be bonus chapters on the fifth to make up for it. I think maybe they wanted the comic to finish translating before continuing on, to be polite, but maybe they had something come up in life. Good for you: not much of a wait.

protagonist claims to remain a man but now says he's always been a woman, just curious what they prefer to be referred to as
also the vice-captain is friends goals, dedicated his life to our boi and meeting the demon king will be funny af, i can feel it