So far I can't come up with anything certain about gender, although I have it in my head that they were all male too, but here is something about names:
Quote:
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Now at that time the Chieftain of the Ringwraiths dwelt in Minas Morgul with six companions, while the second to the Chief, Khamûl the Shadow of the East, abode in Dol Guldur as Sauron's lieutenant,
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Quote:
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Gothmog Lord of Balrogs, high-captain of Angband, slayer of Fëanor, Fingon, and Ecthelion. (The same name was borne in the Third Age by the Lieutenant of Minas Morgul, The Return of the King V 6.) 125, 236, 238, 300
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The first is a quote from Unfinished Tales, and the second is from the index of names in the Silmarillion. The Chief of the Ringwraiths lived in Minas Morgul, and Gothmog was the name of the Lieutenant of Minas Morgul. Possibly the same individual? The term "Lieutenant" was applied to leaders in general. Sauron himself was refered to as "lieutenant of Melkor".