Sally is male, btw.
Also the characters are so much less annoying in the manga than the original novel. It's like literally impossible to talk to Vanlet or Neil in the novel. They're both completely oblivious to everything going on around them and behave like little kids at all times. That's why they send them to go buy candy in the novel version of this chapter, because otherwise they would spend the entire stealth mission loudly asking why everyone was sneaking around and whispering.