Suppose I see someone coming whose gender is unknown; how should I ask who the approaching person is? Should I say “Who is he?”
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Preferably, no. This is a case in which "Who is that?" is entirely acceptable, because the use of "that" reflects the uncertainty of the question itself. "He" is too specific; it offers a part of the answer you are seeking.
Maybe not. I am not a native English-speaker, but I would say, “Who is that person?” instead of he. He is supposed to be a “guy”.