How can I make a male object from a female reference object using a mold?
Your technique should work, as long as the male is a fairly close negative of the female. If that's the case, then your first mould (of the female part) will be the correct shape for the male part, and can act as what's known as a master. 

If they're not exact negatives of each other (in your case, I expect the male connector to be slightly smaller than the female port so it will fit easily, for example) then you'll need to alter this cast until it's the correct shape.

You might find it easier to cast the first mould (the male bit) in a harder material for alteration, before making another mould of the altered casting.

From then, you can follow the normal procedure and make a mould of this master so you can reproduce it.

Silicone can be used to make moulds of silicone objects, but you will need to be very careful when applying mould release agent to prevent the two pieces from bonding.