I understand the female/male differences now. My girl is my partner and best friend. She is the other adult in the household like having a sister or college-aged daughter live with us. The sheltie and the shepherd boys are like children compared to her maturity.
I just don't want a prissy dog, and our girl was. I'm not jumping on that, I'm not going through that, I'm not learning that, I just want to sit in your lap or chew on my bone over there. Lol.
Good analogy - the girls are more like sisters and the boys like children. In the past I always had male Shelties, always active, but not the same drive I see in the females. Boys are a little more attention demanding too. I think the prissy thing depends on the upbringing. Females are quite feminine, but they're sheepdogs and should not be prissy.
And for your list
Super Velcro, yep, esp the males. My shelties have always been huge cuddlers, just as well because that coat just begs to be cuddled. They're pretty biddable breed so it's something they will learn.
Off leash - both my dogs are off leash a lot and have excellent recall, esp my boy (except around cars and bunnies). They are a true 'shepherd's dogs' by my side at all times.
Outdoor rugged. The Shetland Islands are small and pretty but they're rugged and I think that reflects in Shelties. I've done a lot of bush walking with my shelties, the coat is wash and wear. It can get more bindis and things sticking to it because they are closer to the ground, but there are ways to manage that. Mine will crash through anything to chase a rabbit, but they've done that from day dot so wouldn't know otherwise. Keep in mind the coat can make for some tangles in brambles.
Protective - oh yes, they will alert you of everything. Mind you, once someone crosses the threshold or talks nicely to them they're like butter and just want cuddles and pats. So too bad if a burglar is friendly.
Water obsessed. That's something you'll have to teach. A lot of people here take their shelties on the water and they love it. They aren't Labradors though.
Bold. This isn't a trait per se. Again, they aren't a Labrador, they're a sheep dog. But there is nothing you can't teach them to do. And my dogs have followed me into ridiculous situations because they just had to be near me. Testing the track without them doesn't happen. On the good side, they're so small I can throw them over my shoulder and keep on climbing or hiking.