Your bird is under 4 months old. It could be male or female it is hard to tell in the lighting and the pics aren't showing up clearly for me.
The general rule is that "boys have blue Ceres and girls have brown" but some mutations can be tricky, and many a young female has had a very blue cere. The cere is that fleshy part above the beak where the nostrils are. The best advice I can give at this age is to look at the skin closest to the actual nostrils. If the small rings around the nostrils are blue or pink/purplish, you most likely have a boy. If the rings are white, it is most likely female. It would be much easier to tell if you could get a picture in natural light that is not blurry.
Yes, you should be concerned if it is not eating or drinking. Offer more kinds of food in more places. What are you feeding now? For right now, to get it to eat, offer at least one dish of seeds, one of colorful pellets (zupreem is nice and colorful, get the size for finches not the size for budgies) and a dish of finely chopped veggies, you could even use a food processor or blender for this. Also have a couple of water dishes. Try putting the food on small plates on the floor of the cage, even if. They get pooped on, and see if that helps for now, but try to be sure the water cannot get pooped in easily. Did the store she came from perhaps have a water bottle instead of a dish? If so, get one. This is one of the two times I will EVER say this, but get her some millet spray and see if she will eat that. Just until you are sure she is eating and drinking, mind you.