Yes, shroud does not discriminate on gender. He plays with PUBG players whether they are male or female. He respects good skills and is willing to take up a fight whether it is a girl or a boy. Such platforms don’t discriminate on the basis of gender and can put you up against a team that has both male and females in it.
In such a case you have to battle a team. Moreover, when playing solo, he will be put up against any opponent regardless of the gender. So, yes, Shroud does play against female players as well as male players.