I think female. I read Farseer, then Live Ships, and now starting The Tawny man, so I might change mi opinion

. Actually, the first encounter in that book between Fitz and Fool is what make me come here out of desperation. I remember, during Farseer the gender of the Fool was always treated as a mystery, despite everyone assuming him(?) as male. Why the mystery then if he was in did a man? Then we find Amber in the Live Ships, fully committed to a female identity. It took me almost to the end to be convinced that she was the same character (Fool), and only because of what she did to Paragon. Now, remember the event where Amber was injured by the serpents spit? And how half her clothing went away? No one comments anything about it, this being narrated by Brashen and Paragon, if I remember correctly. There is no mention of anything odd about her. Also, for many weeks she shared a very small room with both Jek and Althea. Two other women and they never said anything.
I think I would settle for her being so different, even anatomically (hermaphrodite or something as puzzling?), that her parents, and later possibly King Shrewd, just decided to treat her as male. But her identity is definitively female, with the Live Ships being the stronger evidence. When she was on her own she was a woman. Back in Six Duchies, well everyone just assumed she was only a weird man.