Yeah it's complicated, but I don't think Mordred is "he". There's a lot of internalized misogyny, largely from the time Mordred comes from and the role of a knight being masculine.
Also sexuality/gender stuff even IRL is really complicated. I've seen real people go by he/him and identify as lesbian, adjacent to that I've seen butch lesbians that identify as he/him before. I've also seen they/them people identify as lesbian, and gay, so fourth.
So theoretically Mordred could be she/her, he/him, they/them, or any combination and be lesbian (or bi) as well. We also don't know all of the views the character has on terms and identify, it's ultimately pretty nebulous. A lot of gender and identity stuff in Fate is pretty vague. So I think it's fair to have different thoughts and opinions on the matter, but with nothing being concrete I do think tagging Mordred x Gudako as Yuri is fine in theory.