It's hard when you aren't given what you want...but we do not know what God knows. There should be great comfort, as one of His children, that He is in full control. He knows what is best for you...even if you don't see it that way. The scripture verse that speaks of the desires of your heart, is not about what you want, asking God for them, and then receiving it. He knows what we need, when we need it....and when you aline your desires with His, then there will be true peace. As hard as it is, you may never get what you want...but our lives here on Earth are so fleeting compared to eternity, it is important to keep it all in perspective. If you are meant to have a certain gender, it will happen...if not, we are still called to fully rely on Him for everything.
I hope you find peace.