Dr Occult and Rose are generally portrayed more as a 'time-share'- two seperate entities switching places, as opposed to one individual changing genders (the only exception to this being his appearance in Books of Magic). In the case of Firestorm, Jason's merged with a variety of people since his debut, and the Firestorm form looked the same in all the cases I recall (plus, while his girlfriend Gehenna is now a component, it still looks as if he has main control of the fused entity, so it's no surprise it'll look male).
There were two Dr Fate Male/Female merges, I think: that kid whose name I can never remember and his stepmother, and the Nelsons. In both cases, I think the joined Fate was supposed to be more genderless than hemaphrodite, but it has been a while since I read the issues.