You can, but grammatically, "he" is fine too.i thought you used it? Well i do, anyways.
And besides, Loki's attire does not strike me as the kind of thing a woman would wear.
...Loki is one of the Balseraph. Do you really think that would matter to him/her/it/they/zzhe/whatever?
Plus, I never said she was a woman, either.