At 20 weeks, we will be going for detailed scan. Is it possible for us to not know the gender during the scan?

Yes, if the sonographer is unable to get a clear view of your baby's genitals, then it is possible. I only knew of her gender at my 22nd week scan as I didn't have frequent ultrasound scans. If you have done the Harmony test, you'll be able to know the gender of your fetus because it detects the chromosome. By 16 weeks, the genitals are developed enough to distinguish gender.