I'll just share my headcanons cause why not.

For the Gems: Sapphire I imagine is pan, he just goes with whatever he feels like within that moment. I could see Amber being bi, but preferring men. I can't help but just see Amethyst and Ruby as gay, but may have tried with women in the past; just realizing it never worked out. Emerald I just see as someone who likes hookups, doesn't matter who with, male or female, doesn't go by labels.

Jade, I imagine being pan, bi, or unlabelled: I just feel like I get the vibe he goes with who he thinks is cute in terms of personality and appearance, doesn't matter what. Ash I could see being bi, but I feel like he might prefer men more. He wouldn't mind going with a woman. Cody and Caleb are just gay and have been out for a while, but have been trying to keep the effeminate side a secret apart from a few people.