Is the professor obligated to participate in the sin if a female research student under his supervision travels without a mahram for temporary residence abroad for her research, with his knowledge of her travel and his prohibition of it? And is he obligated to limit his supervision to the research of male students only?

Supervising theses is a great deed for which you will be rewarded if you have a righteous intention. However, this includes supervising female students as well. Therefore, caution must be exercised and necessary precautions taken. It is not permissible to be alone with female students or to speak with them except out of necessity and to the extent required, to avoid temptation. If your task was to supervise the researcher and you fulfilled your responsibility perfectly, then you have done what is required of you, and her travel is none of your concern, whether it is with a mahram or without a mahram. However, it is preferable that you advise those who travel without a mahram about the obligation of having a mahram for travel, as this falls under enjoining good and forbidding evil.