for some reason the voice acting raised even more doubts for me ╮(￣▽￣)╭
The author draw Opera with Tuxedo like all the male characters
http://kuzure.but.jp/f/b/647778580/1561028447849.jpg
Doesn't mean he can't be a she. The Japanese are very big on androgynous beings so a woman wearing a tuxedo to look like an inbetween gender is possible.
The episode that came out recently has given Opera a they/them pronouns. Since the world has demon kind it is not surprising if there are some demons that can change their gender.
is Opera's gender non specified or are they genderless / genderfluid ?
or did i miss the clue...