I would say that "toothpick" is in-between condescending and pejorative, much like "rail-thin". "Skinny" is definitely not pejorative - there is even a cut of jeans that is called "skinny". "Skinny" is rather neutral. It is not a compliment but neither is it pejorative. "Svelte" would be a compliment.

The skinny woman who reciprocated with "chunky" chose her language carefully - "chunky" is neither pejorative not a compliment ("curvy" would be a compliment"). However, we live in a lopsided world where skinny is better than chunky, hence you would call the reciprocation retaliation.

Most people these days would know to refrain from mentioning the bodies of others in the workplace.