Hmmm...that's interesting behavior as my females almost never go head first into a cave with their tails sticking out. That's a male"s behavior as they often stick their tails out and wave it as a flag trying to attract a female. The only time I ever saw a female enter a cave head in was my dominant alpha female who occasionally does that but only briefly. It is my male's that consistently stick their heads in for long periods of time, constantly cleaning their caves and waving their tails.
The proportions of your fish look to be male and female but then again, that smalller fish could be a really well-fed and chubby juvenile male. The top fish is classically male and has all the identifiable features but then again, he is a lot bigger, making it easier to sex.
The odontodes don't matter so much until breeding time. My males are not overly hairy until breeding time when their pectorals grow long bushy odontodes. Afterwards, they seem to fall off or recede and there isn't a marked difference. Females have tiny odontodes and are not completely hairless.
Also, I highly doubt that the smaller zebra is a mature 3-4 year old as you presume since you say it is only 5-6cm. My females are almost 3 years old and they are about 8cm or about 3" or more. My male's are the same age and about 9cm+ and still have a bit of growing to do.
Lots of breeders sell off males so it's best to be patient and buy young 1.5inch zebras that are not sexable and grow them out for the best chances. If you find a mature female for sale, you are lucky.