The only actual combat loss I know of is losing to the taursuit in KiroQuest, though if you have a low enough Willpower it'll lead to a Bad End. As its name suggests, it'll also turn you into a taur. Depending on what exactly you mean by 'futafication', repeated losses to bothrioc might also count, since they often lead to bothrioc eggnancies, which have a decent chance of feminising Steele.
As for things that aren't combat losses (or Bad Ends, since you can't keep playing afterwards):
- There are several costumes during the Masque event on Poe A that influence Steele's femininity and/or genitals (among other things), though that's a seasonal (Halloween) thing.
- Badger's 'Be Hero' will turn Steele into a physical copy of the Doctor, which includes being a hermaphrodite.
- The VR adventure in KiroQuest can also add new genitals and/or increase femininity, depending on which actions Steele takes during the adventure.
- Voluntarily undergoing the taursuit's TFs (and/or getting egged by bothrioc after beating them, if those eggnancies count).
- This probably doesn't count (I'm including it mainly for completeness), but if you try to work at Beth's without being a feminine female (or a sufficiently non-masculine male with less than C-cup breasts), you'll get the option to become a trap/femboy.
- The easiest way is to start as one; half-gryvain and half kui-tan can start as feminine hermaphrodites, and males will start out more feminine if they're given larger breasts during character creation (to the point that larger-breasted males will automatically be described with feminine pronouns once they're born).
None of these really count as 'losing' or 'being defeated', since Steele doesn't actually lose/surrender in combat to get them. I'm also excluding parasitic genitails (i.e. cunt snakes and cockvines), since they're not really Steele's genitals and don't count towards what the game considers to be their sex.
There might be more, but these are the only ones I can think of off the top of my head.