Marking down a model because you don't think it's female is ridiculous. She's got a goat leg too, are you going to take marks off because marines don't have goat legs?
A slaanesh lord could have ended up female just as easily as he could have grown tentacles. In fact, ending up female is probably MORE likely, all things considered.
Anyway, fantastic job, the only thing I would have changed would be the sword arm: Holding the blade upright looks awkward, makes her stance look kinda funny. Other than that fantastic job.
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