HEADCANONS AHEAD ALERT MY WORD IS NOT GOSPEL
Randal and Luther dont have sexualities, theyre entities and kinda just function differently. They do experience attraction, and it can be towards anyone. So, technically you could argue pansexual, but even then, they dont really associate themselves with anything.
This also plays into gender. They both align themselves with male identities at the moment and have in the past, sure, but it can change any time they really want to. I feel Randal would be more experimental about it than Luther, as Luther would have more of a desire to be seen as human-male like as possible, whereas Randal sees all identities equally as fun to try as the next.
Nyon and Nyen would absolutely allow Luther to change their identity if Luther so wanted to- Nyen internally having more problems with it but by god if he isnt devoted to Luther fully. Truth be told, Luther never really thought about it. So for now, it hasn't happened.
Nyen was in the closet bisexual before becoming a catman. Since becoming a pet cat and working to make sure he's at the general top of the pet hierarchy, the closet has been opened to everyone else for sure, he may just not be ready to actually admit it.
I feel like Nyon is just straight. But even thats stretching it. He likes vaginas, but get him high and he'll do anything lowkey. And of course he'd do literally anything for Luther. That said, I could also see him ending up with a male partner, it would just be more of a slow burn I suppose on Nyon's side. Almost like he's isnt even aware he's in a romantic relationship with another man until the ring is on his finger. Bless him.
Sebastian always knew he liked literally anyone pansexual rep that would give him the proper attention, but due to his own general high strung nerves, he never really got to... explore it. He needs love. Please love him. As far as gender identity, I feel like growing up he may have went through a small questioning phase, but ultimately decided to not pursue it out of, once again, his own anxiety. Who knows what could happen down the line if he were to ever get some damn therapy from all the trauma Randal has caused him :')