The funny thing is that both Duke Zepar and Furfur are referred as male in the Ars Goetia of The Lesser Key of Solomon.
To further confusion if we go by the VN's translation they have different gender but it's not explicitly stated that they have different sex which, in addition to the classic depiction, opens the possibility that neither or both are traps.
However Zepar has the highest chance of being male IMO.