Yes.
Go back to the chapter when she introduced herself. When she said I am Oden then one can use "He". Later on, she said I am Kaido's daughter, so she should be called as "Her" when she is not being Oden/playing as Oden.
Oden is just a persona, a second personality. She is, and will stay daughter of Kaido, hence we should use "Her".
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