teste.php

<?php

//codigo do teste

$I->click('#select2-chosen-2');
$I->fillField('#s2id_autogen2_search', 'Masculino');
$I->click('[value="M"]');

?>

<!-- html do select -->

<label for="nome">Sexo *: </label> 

<select name="sexo" required="required"><option value="">Selecione</option>
  <option value="M">Masculino</option>
  <option value="F">Feminino</option>
</select>    

<!-- html visto pelo firebug -->

<label for="nome">Sexo *: </label>
  <div id="s2id_autogen1" class="select2-container">
    <a class="select2-choice" tabindex="-1" href="javascript:void(0)">
      <span id="select2-chosen-2" class="select2-chosen">Selecione</span>
      <abbr class="select2-search-choice-close"></abbr>
      <span class="select2-arrow" role="presentation">
        <b role="presentation"></b>
      </span>
    </a>
<label class="select2-offscreen" for="s2id_autogen2"></label>
  <input id="s2id_autogen2" class="select2-focusser select2-offscreen" type="text" role="button" aria-haspopup="true" aria-labelledby="select2-chosen-2">
  <div class="select2-drop select2-display-none select2-with-searchbox">
    <div class="select2-search">
      <ul id="select2-results-2" class="select2-results" role="listbox"> </ul>
    </div>
  </div>
  <select required="required" name="sexo" tabindex="-1" title="" style="display: none;">
    <option value="">Selecione</option>
    <option value="M">Masculino</option>
    <option value="F">Feminino</option>
  </select>