Of course Satan is male. That's the fundamental underpinning of the entire show. Sabrina has already started talking about taking him down. That would be the ultimate patriarchy to fall.
I do agree that for a supposedly feminist show, a lot of the women act like catty bitches fighting among themselves...The episode about the Queen of Feast really blew my mind - all the witches (except Sabrina) are revealed as basically chaotic evil cannibals!
That's.... that's... one way of putting it.
I'd say it stands more to reason Sabrina and her two friends are supposed to be the modern women of the show. Feminism comes to them naturally.
Madam Satan is manipulating Sabrina, but there's no reason to assume she's just a mindless tool of Satan. I think it makes more sense to think of Satan as putting a number of (more or less clear) end goals in front of his servants, not caring how they achieve them. I certainly didn't get any vibe of him mandating feminism must somehow be involved.
Not a mindless tool no, she would be no use to him as a mindless tool, but her goal is to be his Queen.
And Satan is not above using any idealogy for his needs or even playing them against each other.
Honestly Satan seems smarter then everyone on the show, manipulating both their beliefs and ambitions to suit his plans.
Also the relationship between Satanic authority figures and the women of the show is very sadomasochistic, with one lick the hoof of Satan and another indulging in BDSM with Father Blackwell. For a show about fighting the patriarchy, they seem more interested in having kinky sex with it.