My metadata file had two variables, Sex (Male, Female), Age (3 M, 12 M, 24 M). When I set up my design matrix as below: ...

My design matrix

design <- model.matrix(~0 + metadata$Age*metadata$Sex) colnames(design) ncol(design)

...

I only got 6 columns in the results: 'metadata$Age12 M' 'metadata$Age24 M' 'metadata$Age3 M' 'metadata$SexMale' 'metadata𝐴𝑔𝑒24𝑀:𝑚𝑒𝑡𝑎𝑑𝑎𝑡𝑎SexMale' 'metadata𝐴𝑔𝑒3𝑀:𝑚𝑒𝑡𝑎𝑑𝑎𝑡𝑎SexMale' 6

Some of them I expected were missing. For example, where were 'metadata$SexFemale', and 'metadata𝐴𝑔𝑒12𝑀:𝑚𝑒𝑡𝑎𝑑𝑎𝑡𝑎SexFemale' etc. gone?

You are only modelling the interaction. If you want the individual groups to be modelled you could write as:

design <- model.matrix(~0 + Age + Sex + Age*Sex) colnames(design) ncol(design)