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.
But she [Khimaira] also, in love with Orthos, mothered the deadly Sphinx, the bane of the Kadmeians. - Theogony 326
According to Lasus of Hermione, she was a daughter of Echidna and Typhon.
The Sphinx was daughter of Ekhidna and Typhon. - Lasus, Fragment 706A
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.
"Oidipos killed not only the Sphinx but also the Teumessian fox" - Corrina Fragment 672
"The Sphinx, the watch-dog that presideth over evil days" - Aeschylus, Fragment 129 Sphinx
"For whom have the gods and divinities that share their altar and the thronging assembly of men ever admired so much as they honored Oidipous then, when he removed that deadly, man-seizing plague (kêr) [the Sphinx] from our land." - Aeschylus, Seven Against Thebes 773
Therefore Yes she was always unigender and No there were no male Sphinxes