What should I do about a bad TA as another TA for the same professor?
Write down everything that happened and when.
Tell your advisor about it.  It's their job to help you.
There's no excuse for sexist teaching.  It cannot be tolerated.  I suggest you limit your complaints to this main issue.  The other issues just complicate the situation unnecessarily.  


It's unclear who supervises TAs in your situation, but your advisor should be able to figure that out.