Actually, it is a woman if any sex at all. Most probably a sexless being. If you think about, why would a mono-deity have any need for sex? As far as where it resides, modern physics is pretty sure there are more than 3 dimensions. Different theories range from 11 to 21 last I looked into it. In advanced String and Brane theory, there can be multiple planes of existance called membranes. Plenty of places that could contain all manner of beings and forces unknown and unfathomable to us in our 3-dimensional world. Try teaching Quantum physics to a 6-year-old as an example of why 3 dimensioners can not understand everything in the universe. No sky required.