Yes, the Académie Française recommends the male version: un après-midi. However, the female version is also in common use. More so, if you want to express the duration, i.e., like matin-matinée, etc.

Here is more on this: https://www.lalanguefrancaise.com/orthographe/un-ou-une-apres-midi-orthographe/

I am aware of la matinée and la journée, but there you go, you learn something everyday. I personally don't think i've ever heard that expression used. I was at the supermarket early afternoon on Saturday and the cashier said "Passez une bonne journée", which the expression i'm more used to, that or simply "Bonne journée".