The Fool (spoilers for all RotE books, including LST)

[TW Andrews]

Doesn't the Pale Woman refer to Beloved as "he" when speaking with Fitz? She knows the society in which he's born, and knew him as a child, and it seems like if she had the additional ammunition of telling Fitz that Beloved was actually a woman, she'd use it, just for the sake of being cruel.

Also, it seems like it would be considerably easier to maintain the facade of through the circumstances of the Liveship books (Amber mostly keeps to herself, and even aboard Paragon is able to wrangle a small measure of privacy) that it would in the circumstances in the Farseer trilogy, or particular in the Golden Man trilogy (esp. given that Lord Golden's appitites--sexual and otherwise--become the best of Buckkeep gossip).

From my reading Beloved is almost certainly a male, though the roles he inhabits are both male and female.