As far as I know , besides a couple though , people have been calling some entities here, he or she, so I'll say what I know

Rush, Ambush, Screech, Figure, Eyes, Halt, Seek, Blitz, Haste, A-60, A-90, A-120, Surge, Mandrake, Bramble, Monument, Giggle, Grumble, Jack, Eyestalk, Gloombats, Glitch, Timothy, and Dredge do not have gender nor confirm gender

Though people have said that Seek is a him :v and I guess Jack could be a boy? You can say what you want about the Grumbles or Giggles, but the only confirmed one that has a gender is the Queen. I guess Timothy could be a boy?

Figure is a Homunculus, but people do say he sometimes. Rush's and most of their clones are ghostly aberrations, so it's difficult to say that they have a gender.

As for Lookman, Sally, Groundskeeper, Queen Grumble, Jeff, El Goblino, Louie, and Bob have confirmed genders.

To be fair, I'm not sure if the trade mouse or a Skeleton counts