After obtaining the uniforms of Amagal in their barracks, you can enter a secret dungeon area in their capital Manastyr. In that are do you obtain the knowledge about strange gold.
No. There are special areas to go on adventurers with 3-4 "women", but there is no option to keep the mc female permanently.
You can train "soldiers" on the country management map, but those are more like a resource for things like the expeditions. The vanguards doesn't need "cannon fodder" to be trained for them.
For general upgrades for your army, check the screen of the command center on the country management map.