Interzone Number 163, January 2001. Return to Cockaigne. Paul Di Filippo. When the three adults, two women and one man, cross over to Cockaigne, the three personas are two women and one man. It would be fair to assume a straight gender to gender crossover in this situation, even though that is not made explicit.
At the end, one of the female personas dies in Cockaigne, but when back from Cockaigne it transpires that that female persona was in fact the male of the trio, which confuses somewhat. It is not explained why the male took on a female persona in Cockaigne, although why one of the female characters would wish to take on a male persona is alluded to.