That's French, not English
For French, if a person says "there is somebody outside" (or il y a quelqu'un dehors), you would ask
"Oh, who is he?" (or ah, qui est-il?). This is because the French language is gendered (feminine and masculine) meaning that certain words change if you are a male or female or are referring to a male or female (interestingly, there is a gender neutral version of French in the works because the government must be all-inclusive) . In English, the actual grammatically correct thing if somebody says "there is someone outside" is "Oh, who are they?" This is also what most people use. You are more likely to say "they" if someone's gender hasn't been specified than revert to "he". Mostly because nobody wants to be like the fr*nch. In conclusion, you are incorrect.