That one looks like it might be feather sexable by facial markings, but since the head isn't completely feathered, you can't tell yet.
I would see if you can bring one of your older birds in to keep it company. You may have to try a few different ones until you get one that doesn't try to...
Quail are social, so if he's been alone, it's possible. They are not as domesticated as chickens or ducks, though, so bonding with a human is not as likely. If you can, you should get your quail some companions. What gender and how many depends on what kind of quail. If yours is a coturnix...