My experience from my local marts - Longtown, Carlisle, Cockermouth, Wigton, Penrith, Hexham.
If the pen is mixed sexes, it's unlikely they'd split on gender.
Some sellers will allow a subset of the lot to be sold ito the first bidder; you'd need to agree this with the seller and/or auctioneer before they get to the ring. You don't get to choose which ones, they just run off the first X for you, then auction the rest.
If you want a subset, it's best to speak to the vendor while the animals are still in the pens. Sometimes they'll let you choose the ones you want, and mark them, and put them into the ring as a single lot. Sometimes they don't want to do that. Often, they have buyers who buy off them every year. I have had a seller get his regular buyer to agree to let us have a pen of our choosing, and allow us to select the animals we wanted from all of the pens and create a lot with just those animals in it. Of course we were obliged to buy that lot! But they played it straight, put our lot in the ring 3rd or 4th, so the value had already been established, so we paid the same as the regular fella was paying for his. All very fair and equitable. But it was very nice of the seller and the regular buyer to accommodate us in this way.