Proportional Hazards platform provides the analysis that you need if you are assuming survival functions of different gender share the same hazard function, and you want "corrected" survival function for either male or female. Survival platform does not make such assumption, so it does not suit your need. If you don't have such assumption, you may still use Survival, and supply a grouping variable with 4 categories: Male with Drug, Female with Drug, Male with Placebo, and Female with Placebo. Then you will compare survival functions of 4 distinct groups.
I don't understand your further questions regarding competing cause. I will try to explain what competing cause is again. Competing cause is associated with the event outcomes. For example, death is an event. The cause can be cancer, heart attack, or just old age, whichever occurs first. The causes are competing in that sense. Try replace the wording with Sex, does that give a funny feeling?