That is possible, but sexual dimorphism based on that hasn't been entirely proven yet. It is more of a "hunch" at the moment. But it definitely looks like a yellow watchman.
It doesn't have to be yellow. The color morphs can be downright brown and gray.
As far as suitable places, it is entirely up to the goby (in spite of you providing plenty of suitable spots). Give it time--you may just have an odd one.