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Wyrdness said:

In Persona 4 characters called Naoto a boy before they found out she was a girl so that's not really a strong case neither is quoting a fan speculated source. The Zelda/Sheik thing is something that's been in countless animes and various games, Fire Emblem even had a lite go at it in Awakening.

 

I'm not stating that Sheik is ultimately a male, I'm saying that there's enough evidence to suggest the possibility of gender-bending.