There's a pretty big misconception in regards to Alluka and Nanika if whether or not they are male or female.
Every member of the Zoldyck family that we've seen to interact with Alluka said that Alluka is male.
And some of the children in the Zoldyck Family refered to him as brother.
However,Killua,refers to Alluka and Nanika as female and calls her his sister.
It is unknown or not whether Killua or his family is telling the truth.Althought most people believe that Killua is right of Alluka being female because he has a real connection to Alluka and would likely know the truth.
Although we still had no solid evidence on what gender Alluka really is.