Why do you say that Sauron was a sexist? He probably wasn't, actually. I don't think Ainur would have much truck with that sort of thing, what with female Ainur being of the same powerfulness as male Ainur.
Re the orc question; there would be no reason not to have female orcs bolstering the fighting forces. Orcs are completely expendable. Having the women-folk in the orc armies, even if they aren't as strong as the male ones, would still significantly increase the strength of the army.
Unless, of course, they were just used as breeding machines. They would be pregnant, and couldn't fight.
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