Celebi to me is a female, as are Jirachi, Manaphy, Phione, the Lake Guardians, Cresselia, Meloetta, and Diancie.
They are labelled genderless (except Cresselia) because they are legendaries and it goes along with them not being able to breed or be bred, but at least for me it's pretty clear that they are female both in looks and in actions (in the show/movies)