What is the ruling on watching CDs that include matches in a combat sport, in which some Christian female referees appear with their heads uncovered?

There is no harm in practicing martial arts for a legitimate purpose such as self-defense, provided that one adheres to the Sharia's guidelines. It is permissible to watch videos that are beneficial for training, as long as they do not contain prohibitions. However, if they include images of unveiled women, then they are forbidden, due to the command to lower the gaze from forbidden things, whether they are direct or in images.