Balrog Armor?

[Eönwë]

This might be slightly off subject, but do Balrogs have genders? I mean, how do they reproduce? Or do they? I knnow TOlkien got rid of the ideas of the children of the Vala, but was it also Maiar?

I also think that if Gandalf would be allowed to show his true power (but then he would be Olorin), he would be more likely to kill the Balrog, but when an earthly body like Gandalf, fights a celestial body (A Maia like Durin's Bane), then the earthly body dies. But because Olorin was a Maia he didn't properly die (because Maiar can't die)