Usually a reasonable approach to a director or principal and fellow staff will clear up any unfair rules, policies, or attitudes. It won't be easy. But, sexism needs to be interrupted. It's important to pick which issues you need to challenge.
If you consider it serious enough, put it in writing so that you have documentation. Also, if necessary, you should contact your local human rights department with the city or state .
Otherwise, contact your licensing agency if you feel that is necessary or take other legal action.
It's very important to document and date everything that happened and consult with a lawyer experienced with labor law.