As others indicated I have only seen an instructor yell in the case of a safety violation which put others at risk. I have only seen that once and it was warranted. In the videos you seem to grasp basic firearms safety, so I doubt you will have that problem.
There are very few classes with 0 female students now. Most instructors have experience with female students and do pretty well. Not all are great though. I wouldn't ask just anyone at the local gun shop. I would try to find a local shop with a female employee and ask her who she recommends if you are concerned about it.
Hot brass can cause issues and it ends up finding a way into any clothing, but some more easily than others. It can burn you if it gets stuck in one spot for long. I had a piece of rifle brass land on my back while prone wearing a light under-armor shirt. I decided to ignore it and finish the course of fire as I didn't want to break position during a rapid fire course. It melted a spot of the shirt onto my back and caused a blister on my back. Not terrible, but I certainly noticed.
I have seen burns on the back of the neck. I have had red marks on my neck and even a burn on my nose where .22 brass somehow ended up in between my safety glasses and my face.
I've heard of, but have no first hand experience about burns on females who wore low cut shirt to the range and hot brass got stuck down their shirt.
As previously described, these hot brass situations generally result in safety violations. Wearing clothes to minimize the chances is important.
Any time I take someone new shooting I specify low cut shirts, open shoes, etc. are not appropriate.