They are the shiny, pointy feathers that hang down at the base of the tail. Only males get them. Here's my welsummer rooster and with his coloring, it's easy to see the saddle feathers.
I cant post pictures while at work for some reason... There is only 1 larger brown chick.... May be multiple pictures but really is only just one in my flock... Same one in the pictures
In picture 11, Yogi looks like a pullet.
In picture 26, that looks like a cockerel.
In picture 44, that one is a pullet. Red sex-link pullets are red with the white frosting. Roosters are white. So, no doubt about that one.
I'm sorry you can't keep him. The exact same thing happened to me. I ordered Sexlinks because I didn't want to go through the heartbreak of re-homing a roo, and my favorite of the batch turned into a roo!
I did put him on Craigslist with a nice ad, and a really nice lady who lived in the nearby countryside gave him a new home. She occasionally sends me pictures of the little rascal prancing around like the king of the universe, bless her.