Let's get this straightened out

In the Christmas special "Rudolph the Red-Nosed Reindeer" (1964), the reindeer Donner is depicted as a male: Rudolph's father, in fact.

In the Christmas special "Robbie the Reindeer in Hooves of Fire" (1999), the reindeer Donner is depicted as a female. Since this show takes place an indeterminate number of years after the action depicted in "Rudolph the Red-Nosed Reindeer," long enough for Rudolph to have had a son named Robbie and to have retired from guiding Santa's sleigh (not necessarily in that order), presumably, the female Donner is named after Rudolph's father.

The name should really be Donder, anyway, but that's another story.