^No, it does not. Girl is a gender; female is a sex. Gender is determined by psychological factors; sex is determined by biological factors. Shale no longer has any biological factors, and is thus no longer female.
I liked the three female (Morrigan, Leliana and Wynne) companions in Origins but I haven't really cared for the rest, other than maybe Cassandra... I don't mind her, but I don't really care for her.
I do like Shale whether they are considered a female or not since becoming a golem.