The difference between the "obrigado" in Portuguese example and the "me llamo" in Spanish example is that "obrigado" is probably an adjective while "llamo" is a verb. An equivalent Spanish example would be "estoy obligado" ("I am obligated" with male speaker) and "estoy obligada" ("I am obligated" with female speaker).

As an aside, I don't think Spanish has a word that's quite like "obliged". Maybe "endeudado", but that's just "in debt" and is not particularly about favors.

In Spanish, "me llamo" carries no gender information.