My gold-laced wyandotte pullet was VERY slow to feather out compared to the rest of the girls she came with, and I was sure she was a he. I was wrong! She never looked as terrible as your poor little slow-feathering baby though LOL. The others did pick her tail feathers out, just like your baby's. So frustrating. But she has grown into a gorgeous girl.
I'm still thinking yours is going to grow into a gorgeous boy, but like Mahonri said... the jury's still out.