The 2nd and 3rd are males and the first one is a little tricky. I would say male judging by the colors on the body but it could also be a female. The dorsal fins are short and there is a little bit of spangling on the gill plate. Are they all in the same tank? If so how does the first one act around the males? That's a better way to tell.
The first one, as you already know, is almost certainly a female. It's body shape, as well as gill plate, say female.
The 2nd dempsey is most likely male. Judging by it's gill plate, it is somewhat ambigious, but the fact that it has no large blue blotches, but rather only small spots, really doesn't give any indication that it is female. When it is has a large head, in proportion to it's body, it's a sighn that it is almost certainly a male.
It's all to do with the blue 'smudges' as opposed to 'spangles' on the lower operculum (gill plate). IME Males have blue spangles which rarely extend into the lower part of the operculum (the male in the 2nd and 3rd pictures illustrates the spangles well, though in this case they do extend further than most). Females have distinct smudges and smears which are frequent and obvious (as in the first picture). Sexually mature dominant females also turn blue-black and have lots of spangles throughout their bodies (they become much blacker than males). Immature and subdominant females do not show this to anywhere near the same extent.
It goes without saying, of course, that EBJDs are a different kettle of fish, so to speak!
Is it normal for the male to be chasing the female around? He seems to be nipping at her but her fins aren't damaged. She stays in one area of the tank to avoid him (I think), and he comes over and starts chasing her. I feel bad for her! I hope they learn to co-exist peacefully. I bought them both just a few days ago from separate tanks.