If Harry were intimidated by larger females I can't see how he'd handle Aunt Marge!

But Aunt Marge is just big, I don't know if she's really strong. In fact, I'd say if she's really really overweight, she'd probably be pretty weak, short of breath, that sort of thing. But Millicent is... menacing and I get the impression she's not so big that she's out of shape. Just big enough to be menacing. So I really don't think they can be compared.

That said, I don't think Harry is intimidated by anyone. He's kind of a bad-ass like that.