The most commonly used Japanese word for king, which this manga also uses, does not differentiate between kings and queens. Vermillio is herself a member of the Four Heavenly Kings aka Shitennou in the original Japanese which is a very common motif of a "gang of four" in Japanese media. She has been repeatedly called a "Four Heavenly King" (singular king) by other characters throughout the manga. For me the more appropriate nuance in translation would have been to refer to her as Vermillio of the Four Heavenly Kings (it is also a direct translation of the original Japanese, which is Shitennou no Vamirio) when a character is directly addressing her.