sex = differences in male and female form and physical/biological function
gender = differences in masculine and feminine identity and social/cultural function
It's not fully clear without more context, but if your question is which one to use, you can probably use either in a simple survey, though 'gender' may be more common nowadays.
You could also just use 'sex or gender' as one list item, maybe with an implied 'jeweils' in German. Then you would need a conjunction to connect the items in the list:
(3) sex or gender
That is, unless there was a fourth choice, e.g.,
(3) sex or gender,
(4) race or ethnicity]
Either way, including both words could be more flexible, leaving the choice to readers if the difference is not important to you.
However, many people would probably just pick one, and that would be easier for the average reader.
>>can gender denote a feminine man
No, unless he thinks of himself as a woman.