Oh, sorry, forgot about those three...
Well, yes, could also have been a lesbian, or at least a bisexual. But Sarah's comments... could be true, but she could be also saying that to hurt the Queen, as she had lost her favour, which was now on her cousin's hands and it was her who had presented both off them (correct me if I'm wrong, I often write from memory and I can be wrong!). So it could be what she really thought of Anne, a comment to hurt her because she felt spieful or both!
Still, making those comments was quite stupid of her. You can't pass all of your time with a person of your own sex for more than 20 years being very close in every act of his or her life both phisical and emotionally and then, when that person doesn't want you by his/her side any more go along saying this person is gay and pretend people not to believe you also are!
God, I don't know if you'll understand what I was trying to say above. I hope so!
Conclusion: Both Mary and Anne had lesbian affairs. That of Anne was probably more intense and real. Mary could have been exploring her newly discovered sexuality (you know, that emotions you feel when you are thirteen!) and she fell obsessively in love with Frances the same way straight girls nowadays kiss between each other just to explore their sexuality. Am I being clear? If you don't understand what I wrote, I'll try again!