Actually I just rewatched that initial trailer, and I was completely wrong. I thought the kid's name was Dani in that trailer, but it's Diego. So yeah it's definitely a different person.
As to them picking Dani, I don't think it's virtue signaling, anymore than Bioware deciding to call Shepherd by their last name in everyone else's audio files, to cut down on duplication is virtue signaling. It's a name like Alex, that can easily be used by basically anyone, so you don't have to double up the audio files for one person named Alex, and another for Steve. It's just efficient design as far as I'm concerned.
I don't care if they make the gender variable in the game or not. As you accurately stated, the gender of the previous characters in the other FC games has zero bearing on the game, because they were silent protagonists. So it doesn't matter one way or the other. And having a voiced character, which I prefer in most cases, well again, if you're going to allow for gender choice, it's just prudent to streamline the naming convention.
As to scaring away their macho audience, well, yeah, I mean there IS a demographic who will act like that. That's not Ubisoft's fault, that they are aware of players who will whine "waaah! I can only be a girl!! You don't get my money! My masculinity is threatened!!" And wanting to account for that in the design. I admit that I prefer to play as male characters, when given the option. But I don't piss and moan in a game like Horizon: ZD, that is female only. It's not a problem for the enjoyment for me.