Their gender identity is inconsequential to the story. He, she, they, whatever. Does it change the story?
Excerpted from the Oxford English Dictionary (the full entry being far too long for a comment here):
he, pron., n.1, and adj.
A. pron. The subjective case of the masculine third person singular pronoun.
I. As personal pronoun.
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2.
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b. In anaphoric reference to a singular noun or pronoun of undetermined gender. Cf. they pron. 2.