I kinda have a feeling that there weren't any male alicorns because...they haven't ascended yet. Shining Armor is the most likely candidate to be the first. He's got enough magical oomph, but I think the catalytic event may center around Cadence...and maybe their foals.
Cadenece and Shining seem to have a yin-and-yang complementary dynamic.
Although...maybe before he ascends, he needs a "batshit insane" period...kinda like what Twilight had.
Well, in my opinion there aren't and there probably won't be any male alicorns because that would make them look kind of girly; plus, they only make pretty alicorn princesses just to sell them (Hasbro...)
Not so sure about any gender change...but...the garb?
Not that I mind the wings...I like anything that brings me and my wife closer together, but...why the feminine garb? And WHY does everyone keep calling me "princess?!" I mean I still have all my parts...down there... Well, Prince Shining, you are the first male alicorn known in Equestria in over a thousand years. The current raiment is temporary until we can reconstruct the old designs from the library. Well, I have some designs that were saved by Starswirl the Bearded which were worn by King Cosmos himself. They resemble your combat dress armor. Well...I don't mind, I think it's wonderful that you're putting up with this for my sake.
Wow, shining, you've ascended too! I guess it was only a matter of time since you and Cadence are so close...I think everything's going to be just fi... Um...Shining, dear, I don't know how to tell you this...but you're pregnant. ...