extremely late to responding to this, so I don't know if you'll even see this, but they're nonbinary.
For a more in depth Lore Friendly answer; chances are when they entered the backrooms the wanderers who found them didn't know the kid's gender and just continued to refer to them with they/them, and it just stuck. just so happens that colias would later find out they prefer things that way and prefers they/them being used for them. that's it.
as for their connection with ants, it's intentionally left a bit ambiguous. wether colias has some psychic connection with them, or ants are actually a parastic hivemind that made colias one of their own, or maybe they're just a weird kid that likes bugs, thats up to the reader to decide and interpret. Hope this clears up a few things :P