FreeZone and Flex seem to be a popular spot for the girls. I would be careful around Flex because the neighborhood can be "unwelcoming" to put it nicely lol.
You're right, anything goes. You might want to avoid Nellis/ North Vegas? It can be a bit rough. Doesn't sound like you'll be that far off Strip anyway.
There is a section off Strip by UNLV called the Fruit Loop, there are gay bars there but you would be accepted into any bar you wander into. Yes, you can gamble dressed anyway you want, they just frown on nudity.
NYNY, every casino really, is gay friendly. This is an entertainment city, and there are many in entertainment that are gay.
Like any other tourist destination worldwide, stick to the tourist areas. You'll be fine.