Have you tried looking at the underside of the wings once they're fledged? Apparently, females have spots on the underside, but males don't. Thing is, young males have the spots too, and they go away after a while. I'm not sure if that is for every color mutation. However, I do know if that applies to all color mutations. It might not apply to a cockatiel like Coco.
Also, it seems that female cockatiels have a certain design to the underside of their tail feathers as well. Lucy has this kind of design, so I know you're right about her being female.