Spoiler alert. Stay with me here. Part 1)After the child is born, we never heard anyone say what gender the baby is in any sort of authoritive capacity. Vidal is so obviously obsessed with having an heir that he won't entertain the notion of the child being a girl (The "Don't fuck with me" scene). We never saw Ofelia check, and if the baby never left Vidal's room after the birth, we might assume that Ofelia took Vidal's assertion at face value. The only discrepensy is that at the end (and possibly once or twice earlier), Mercedes gives her memorable line in which she calls the baby "he". This could be explained away by saying that Mercedes merely wanted to be pithy, not explain that the child is a girl to the deluded man.