Other than the Q (who can change their appearance at will, so it's hardly convincing), it seems that "male" and "female" only appear to be functions of physical beings in the Star Trek universe. Are energy beings, such as Organians, Douwd, and Calamarain, etc., above having different "genders"?
True, the Douwd, Trelane, Organians, etc., can appear to be humanoid males, but is the essence of the energy creature a particular gender?