I recently brought a new Lykos for a small project of mine, when I brought him he was a male but I decided to change him to a female using a change sex scroll, but when I changed the gender he was still a male, can this maybe a bug?

This is the Lykos

http://beastkeeper.com/pet/417490

Is the scroll still in your inventory, or did it disappear? Are you sure you used it on the right pet? (You might have accidentally switched your active pet before you used it)

Sadly the scroll is gone from my inventory and I checked all of my pets and none of them have a different gender than before.

Could you please clarify one moment? We checked the dump before your post and you had two Change Sex scrolls there. Then we checked the dump after that and you have no scrolls there. Did you use only one scroll on this pet and second one was used on another pet, or both scrolls were used on the same pet?

I only used one scroll, when I can me to check my inventory my other scroll was gone

There is a small possibility when you clicked use on the change scroll, the quantity was 2, in which case both your scrolls would be gone and your lykos would go from male to female, and female back to male :/

Liandralithe, I'm very certain that I only used one, I don't remember change the quantity.

So actually two scrolls were used on the same pet, and both of them worked.

It's one per use item. Even if to put "2" in quantity only one will be used. If to exclude that the second use was made simply by accident then the most common way how such things happen is when a user clicks back button in browser and confirms the submission of form once more.