When he first appeared, I thought he was a woman. Ponytail and that. If Itachi had had a more noticeable ponytail, I would've tought him a woman as well. But Deidara is a male, I thought that much was clear.

And regarding the voices in that episode... I think they could change. They are too much just random-evil-character voices... they sound like any filler bad guy. Being the Akatsuki, they need to have a more distinct personality.