|Skye is male but he looks like a female.|
When Skye was a baby he was blessed by a Wolf Goddess Chihero Meyazaka, the world Skye is from children can be blessed by animal spirits, there are normal spirit and god/goddess spirits.
When Blessed by a normal spirit the child only gains animal features in place of some of their human features such as ears.
When Blessed by a god/goddess spirit, not only does the child gain animal features, but as they grow up their bodies begin to form to resemble the human body of the god or goddess that blessed them.
Basically Skye was blessed by a Wolf Goddess and that is why he has the body of a female, a blessing from any god or goddess cannot change the gender or hair colour of the child.