Just checked this in my current game, and my redesigned Explorers, Peasants, still have the Weakness trait, and while stil male, are very different in appearance to the Explorer. So, you can alter their appearance, as long as you don't randomise their appearance first, as Azunai noted. Blind luck that  I didn't randomise their look before attempting the build, else I'd have thought it was unusable in a new design.

Also tried designing a female version, and the weakness trait also immediately disappears. Same when trying to switch to Henchman(and why can't Henchmen be female?), as well as when trying to redesign from the redesigned build, thus proving that in Legendary Heroes at least, men are the weaker sex.

This is evidently the case! I mean, female units just aren't a thing. They require too many character models, and, as we all know, the default soldier is a male. ALWAYS A MALE.