From what I can tell (from my very brief research I might add) the Human's get to pick Male / Female like a sub-species, however the others seem to have no mention of gender. I can't seem to find any particular mention of character customization and the sub species all seem to have a type of concept art portrait type thing, which makes me think that's just how they will look in game.
Doesn't particularly bother me, but if I'm going to play as a female blood demon I'm going to have to start thinking of different character names 
