If I'm not wrong, Yaldabaoth offered Calliborn The Choice to become either a Lord or a Muse. However, Lord is an exclusively Male class, while Muse is exclusively Female. What would happen if he chose to become a Muse?

That’s not the choice he gave him. Caliborn has always been a Lord. The choice he gave to Caliborn was the choice to either sacrificing his life for the power to stop a great force of evil, or to gain immortality and unlimited power to cause destruction, after a series of difficult trials