It always looked like a woman to me. And an ugly one at that.
Yeah, really. Especially at the end of the scene, when Stanley Blystone discovers 'Effie' unbearded and unconscious in the chair, I always thought it was a male stand-in, because of all the stubble on their face. I found the short on youtube, and took a good look... nope, that's woman alright! "W-O...WOOF!"
Either way, it's a pretty funny scene (another Curly-drag appearance) with some good lines.
Effie: "Oh, you must be the blind date Tattoo Sadie sent over!"
Curly: "I'm not blind and I'm no date!!"
Effie: "Don't be shy, my little bald-headed eagle."
and...
Effie: "You remind me of my seventh husband."
Curly: "You remind me of a girlfriend in Detroit... but you look more like her stepfather."