Mecha anime where boy pilots small, somewhat feminine robot that can teleport to him
I think this might be Ninja Senshi Tobikage(Ninja Robot)p? 



This might be the feminine robot or the one which has the capability to connect with the mind of the protoganist (Joe maya). As for the yellow robot , it maybe Golden lion 


just a small figurine version to show the size difference and that they can combine together to form another robot form.IT was aired first in late 1980(1986 to be precise). But many people including me watched it in the late 90's .