Does the fitness centre have separate male/female sauna, steam rooms and/or jacuzzi?
No I don't think there was a sauna steam room extra in the fitness centre but the out door got spa is great and anyone can use it - it overlooks a part of the harbour and quite relaxing - we enjoyed it.
Yes - they were separate by genders
I think so, but I didn't use it. Typically in Hong Kong, these things are usually separated, and located inside each own locker rooms. So, you have to access the steam room, sauna, etc. through that. You can check in on that floor, (forgot which), and they will give you a locker key. Not sure if it costs extra, or free with the room. You might have to check. In most hotels, basic sauna, jacuzzi, and steam room should be free.
Get an answer from InterContinental Hong Kong staff and past guests.