There is an exception for "themselves" - there is some usage of the word "themself" ("they did that themself") but it's fairly uncommon, and most people seem to stick to "themselves" even for a single individual.
It's worth noting that grammar isn't always so concerned with the logic of a situation. For example, German has grammatical gender that, for people at least, matches the gender of the person in question - a male nurse uses masculine articles, a female nurse uses feminine ones. However, a girl (Mädchen) is addressed using neutral articles because the linguistic rule ("-chen" is neuter) overrides the logical rule (female people use female articles).
Finally, it's worth pointing out that, even from a prescriptive perspective, most bodies encourage (or at least allow) the use of the singular they (with plural verb forms).