At that size I would say they are unsexable. Once they reach a certain size you can vent them to determine sexes. I don't agree with the "smaller" ones being positively female nor would I rely on behaviour. I have females that bully others like they were males.
Here's some of my thoughts on the substrate. Many hear or read advice and pass it on and sometimes they may not know they reasons behind the advice they give. Unnatural colorations are advised against on many sites and in many books. It is generally viewed as something that "newbies" use. This is not trying to be insultive just stating facts. If it makes you happy then "rock on". The coloration of the substrate does affect the fish. Yours isn't so bad, but I've seen neon orange/pink stuff that surely have affect on fish. I don't have a doctorate, but logically africans can't be color blind. Background coloration, lighting and decor also affect the fish. Most advanced hobbyists go for close to biotope settings since they want the fish to "thrive just not survive." I do agree that sand is sometimes not desirable especially the fine grains. I personally have a colony of Mpimbwes that has large argonite for a substrate. There are even "pretty" substrates that are made of crushed glass that are obviously a bad thing to use with cichlids. Unfortunately, especially with frontosas, we have to compromise between what makes us happy, what makes the fish "happy", and what is pratical. Fronts naturally prefer dim lighting, we want to see them. We can't replicate much of the natural environment of fronts like depth and pressure. I wouldn't be offended when given advice that is pretty common especially on the internet. I no way am one who makes perfect biotopes since most of my "rockwork" consists of PVC pipe

.
Here's one reason why substrate may have an impact on the health of the fish. I recently added some large Mpimbwes to my colony (got them for $10/each

). Two of them were free since they had "float" (not bloat) which is not uncommon with fronts. They had bulges where the air was trapped in the abdomen making it hard for them to swim and stay down from the surface. The seller said he would use a hypodermic needle to deflate them, but it hadn't worked for like the last year. Within two weeks of being in my tank both fronts were fine and all had much better color. The previous owner had not lost one front in 3 years of ownership. The ONLY noticeable differences between our two tanks was pH and hardness. His was 6.8 and mine is over 8. He had plain creek gravel and lots of big driftwood.
Lastly, your fish do look nice and so does your tank. The blue gravel does look nice to me.