Most antennas for the Baofeng UV-5R have male connectors, but the UV-5R actually has a larger diameter set of threads that look like they'd accept a female connector. Is that true? Is it a female SMA, or some other female connector?
No, the UV-5R will not accept a female connector. The threads on the outside are for the nut that mounts the connector to the case.
The Baofeng UV-5R and any other variations in the UV-5R family of radios have an SMA male connector on the radio mating to an SMA female antenna or SMA female adapter. In the picture I'm holding the anntenna along with the radio so that you can see for yourself which sex connector is on the radio and which is on the antenna.