Yes.
This question pops up on search engines all the time.
Her title in 'Soh under the Moonlight' is Gozen, meaning female samurai in this context. She also has the physical form of a female and is the' Goddess', in a way.
She's also most likely the former Maiden.
This steam card also calls her 'Samurai'.
Cursed Soh has breasts and a very shapely figure.
The two protagonists are female.
Regarding Soh being called 'they', it's to imply she's something supernatural and the nature of what she is. (and it's to surprise us with a cute girl.)
Images of Soh without a mask are here.
Spirit Stone and Spirit Shrine: Names (slightly outdated)
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