I don't have anything. Just know that Donkey is voiced by a male actor. So Donkey is male. Another evidence is that Shrek called him "he". I supposed that's enough.
Another thought, considering a mythical Dragon would be either a reptile or bird and a donkey is mammal, did the dragon lay eggs & hatch them or give birth? As the mother is a dragon, that would probably mean donkey eggs? Donkey eggs!