I watched the show up until Stephen Universe Future and here is my take:
Technically, they're not female or male, and technically they often appear to swing both ways, although any sexual relations are purely speculation to begin with, including the conception of Stephen as it is entirely plausible Stephen's mom created him asexually.
They are hard light projections. Their physical bodies are their gemstones. They are genderless, female presenting, sentient space rocks who reproduce via the various bodily secretions of their supreme diamond leaders.
Where White Diamond comes from is a true mystery, but I like to think of her like the Monolith. The creation of a long gone organic species that wanted to seed the universe with life. Only white was a bit more zealous for inorganic life forms than simple organic life.
As for Steven, it can be assumed, since the gems can shape shift their hard light projection forms, that Rose shape shifted a functioning human female reproductive system centered around her actual gemstone. Which Greg then proceeds to impregnate.
But it's whatevs. I'm a big Steven Universe fan. Free therapy. Never had a cartoon make me cry more than that show.
"I ain't saying there's nothing wrong with that. I am down with the Lesbians!"
But uhhh, you keep saying some shit about not being women but hippy dippy light, I am pretty sure that big one is just two midgets stacked on top of each other and the little guy over here keeps saying he is his own mother or some shit."
Ehhhh. I don't recommend unless you're below the age of 16. It starts as a cool show. Almost has like gayer lesbian DBZ vibes but really falls off in it's tone and writing later. No problem is solved realistically and it's all hugs magic and sparkles in the end.
I would watch this show but it needs some kind of overarching plot where at the beginning of the episode he's in a space ship that pulls up to each world and he gets beamed down or something.