About 19 minutes into the Making Of dvd for cinematics they reveal that diablo is a female. I honestly cannot believe they would do that.... It kind of ruins the whole image of the lord of terror just thinking about it being all feminine. Ugh.
Well if you continue watching there was also much resistance within Blizzard to making Diablo female. But they really did design "her" well. The other iterations you see would have looked terrible, but its really diablo with a longer/slender body but still seems just as deadly and intimidating. Diablo can take the bodies of humans, why should he be restricted to males?
(Spoiler) Big D's Gender