Regarding sexism, I would say that Warhammer has the strange distinction of being capable of sexism in both ways.
The Imperium is a huge entity, with millions of planets, most of them unpleasant on the extreme.
So, there are some planets with feudal societies that treat women as cattle, at the same time that you can have a jungle world with amazon warriors.
The Ecclesiarchy has the odd effect of having women warriors (which would seem, in a very shallow way, feminist) clad in fetish-inspired power armor, or only with scrolls and piercings.
And then, of course, with have the Space Marines...
I would say that I very much agree with Pentregarth:
Actually, it's frequently stated that the imperium doesn't care one bit what gender you are, you're expendable human material anyways...so I wouldn't exactly call the background itself sexist or misogynist, it's really more misanthropic in general ^^
Krieg comes tom mind as an example of this, with their mixed regiments and baby bearing genetically modified "brood mothers".
Can you expand on what you mean with "sexism in both ways"? You present two examples, one where women are cattle, another where they are warriors. Are you saying that the second, the Amazons, is sexist against men? I spent a lot of time here trying to formulate this next sentence, but the takeaway is that that is simply not correct. A society that treats women as property and one where women are the dominant warrior caste are not even remotely parallel and to infer such demonstrates a complete ignorance of what sexism actually is (if in fact that was what you were inferring).
I'm not familiar with the lore surrounding Krieg and would be interested to read about what you're referring to. The only thing I was able to turn up was an oblique reference to cloning on Lexicanum.
Pathfinder is probably the worst mainstream offender of representing women in their art.