You have it backwards .... the neutral light should be OFF when in neutral with the plug un plugged. Follow the wires to the sensor on the back of the engine, if there is a sensor at the end of it going into the rear of the engine down low, it's probably it. Down below where the shaft comes out.
It cannot have two male connectors ... one has to be female or they wouldn't fit together. I think you need to slowly re-read the instructions. You seem to be a little confused.
Whatever you do, don't get frustrated and start pulling hard on the wires, they will break loose from the pin. If this happens, finish removing the pin and solder the wire back onto the pin prior to inserting it into the GiPro connector.