That isn't perfectly clear
I mostly think about "he", but that might be because I'm male myself.
The god "Phex" is male, at least in the view of most male followers. What the female followers think isn't clear (since "Phex" is a god in a german roleplaying fantasy world - "Das Schwarze Auge" -
The Dark Eye - Wikipedia, the free encyclopedia - the most popular rpg in germany).
Though we don't really know if that's the origin of its name (none of us where there when the name was chosen - did it take on a life of its own? Free software can be frightening - and delighting
)
He/She is a god, so I don't think he/she would be angry to be called by the "wrong" sex. I'm sure he/she did take many different shapes through the ages.