yup, your right, she was a girl all along, tomboyish but still a girl.
there is an episode where pierrot fights one of the goons and you can see that he was hallucinating everything.
Pierrot can nudge things a bit tho, probabilities and such (bad luck, good luck, etc...), but altering things drastically like changing sex, thats a big no no.
as for the old geezer dressed as a wizard, he's just that, an old guy with a compulsion to dress like a wizard