Board Thread:Off Topic/@comment-7767132-20130921140827/@comment-24267938-20131027131649

Female Dremora shouldn't be a problem really, you see Daedra don't have genders... They just depict themselves as either male(Dagon, Sheogorath, Molag.) or Female(Azura, Nocturnal, Vaermina.)

A Dremora however is Immortal, upon death they are sent back to oblivion. you wouldn't need to reload a save... just return to Nirn.