Welcome to the forum! This is DEFINITELY a great place to get the answers you're looking for. I'll answer your questions as best I can. Dont worry though, whatever I cant answer or am unsure of, there will be someone coming up behind me to fill in the blanks =)
1. I haven't found anything about being UNDERWEIGHT. I am currently OVERWEIGHT. But if you are underweight, it may be easier to put it on rather than take it off ha.
2. As for a retainer. According to other posts on this forum, it sounds like a 'permanent' retainer is fine. As long as you need no further help from an orthodontist I think it's fine, as there is no orthodontist staffed at Cape May. Or, if worse comes to worse, you can just go 8 weeks without a retainer
3. Asthma is where it gets tricky. Have you been formally diagnosed with asthma? I have read that if you were prescribed an inhaler after the age of 13, you are DQ'd. Now I dont know if this applies to you since it sounds like you don't have "chronic asthma" This is a question you would have to pose to your recruiter and/or wait for someone on this forum with more knowledge on the subject to chime in.
4. The size of the company and the male to female ratio varies. It just depends on who gets shipped out to boot camp that week. But you'll be with plenty of other girls.
My Fiancee went through boot camp almost 2 years ago and she is loving the Coast Guard. And once I meet weight standards I will start the process to join myself.
This forum is a GREAT place to get the answers you are looking for. Everyone here is very helpful and you shouldn't have a problem getting the answers you're looking for.
My advice to you is to contact your local recruiter ASAP. The Coast Guard is VERY crowded right now so the sooner you start the process the better. And honestly, depending on where you recruit from, you may not have to worry about the retainer issue. Some people wait 1 year or more from their initial meeting with a recruiter til their ship date. Although some just wait a few months. It all just depends. Also, your recruiter will be the best person to answer these and any other questions you may have.
Feel free to post any more questions you may have. Also, feel free to PM me if you have any more questions or if you wanna hear some boot camp stories Ive heard a million times from my Fiancee haha.
Good luck with everything!