Well old Gaius had been a dead un for a good half century at least before Bodicca was even born so they never met. Now I am not sure he personally came across any women warriors in his campaigns, in fact the odds are heavily against it as such a scandalous example would have been worthy of comment.
He does in his
Commentaries make some reference to group marriage for example. However you always have to be a little careful with such remarks as remember that Gaius Julius Caesar was writing with half an eye on his fame and reputation back home so propaganda took precedence over precise truth as actual military operations would have taken precedence over detailed ethnographic research.