Hornet is sometimes referred to by others as Gendered Child. Why is that? There are enough female bugs in the world for it not to be that rare.
Warning: Spoilers ahead. Feel free to read at your own risk.
Hornet is made from the Void, just like the main character and the other Vessels. However unlike the Vessels, Hornet was made at request from Herrah the Beast in exchange for Herrah becoming a dreamer. While the exact circumstances of her creation are not clearly defined, both the White Lady and Herrah herself, consider Hornet to be their daughter.
The specific naming of "Gendered Child" sterns from the fact that Vessels canonically have no gender, due to the fact that they are empty shells only designed to hold the infection. Given Hornet is also made from the Void, this makes her the only creation from the Void to canonically have a gender. (The kingsmoulds are simple automatons and the Collector is ambiguous enough in both voice and behavior).
Hornet is called the Gendered Child because she is the only daughter of the Pale King with a gender. Also, Hornet wasn't made at request of Herrah, she IS her daughter. Her and Pale King...well, yeah.
The reason the White Lady refers to her as her daughter is because she is also a bride of the Pale King, and, since Herrah became a dreamer, the White Lady had to raise Hornet. Hornet isn't void because she says she and the Knight, or Ghost, whichever you want to call them, do not share an emptiness. Guess what another word for emptiness is? A void.
Also, there is no evidence to show her egg was thrown into the abyss, like the Vessels. That is how the Vessels were made of void. To make one: Hatch an egg, then throw it into the Abyss. There is also just no reason for Hornet to be made of void! If she has a gender, she cannot be hollow, so why would the Pale King put it in there?! Hornet also wasn't a union of two Pale Beings, like the Vessels were, so the Pale King wouldn't even want to try to make her hollow2.
Also, if Herrah wanted a kid so badly, she probably wouldn't want her to have no emotions, because the whole reason she agreed to be a dreamer was so that her child could be of 'higher birth'. So. Hornet isn't void, and that's why she is gendered.
1: To "be void" is to originate from the abyss.
2: Beings incapable of feeling emotion, having willpower, thinking, or empathizing are said to be "Hollow".