In Greek mythology sphinxes are always female. Are there any text about sphinxes that explain how they breed or how they're born? Or are there male Sphinx?
There was only a single Sphinx in Greek mythology.
According to Hesiod in his Theogony, she was a daughter of Orthrus and the Chimera.
According to Lasus of Hermione, she was a daughter of Echidna and Typhon.
Both of these use the singular Sphinx, not multiple Sphinxes
In all references she is referred to as 'The' not 'A' indicating a unique creature.
Therefore Yes she was always unigender and No there were no male Sphinxes