So far every single Hive knight we have faced is male, so if Hive become male upon taking the King morph, it stands to reason that they also become male upon taking the Knight morph. I personally believe that Oryx calls Xivu Arath his sister because that is how they grew up together. Until we actually meet Xivu Arath or find any other evidence that Hive Knights are not locked to the male gender, I will continue to refer to Xivu Arath as male.