Jason's right, I guess it would depend on what sorta place you're working at and where abouts in the world you are.
Either way, I hope this gets resolved. For me, it makes it so much more uncomfortable if you have both male and female pronouns being chucked around. That's just IMO though.
Where I'm from, we have a couple of organizations that take all forms of discrimination very seriously who can intervene with workplaces and educate/deal with people who are causing someone distress. Perhaps you could search through Google what sort of places may deal with similar things in your area.