The issue is chose can be either invariable or feminine.

Quelque chose as a whole is invariable with quelque being a indefinite adjective and chose an invariable name, so beau is “neutral”, i.e. masculine.

TLFi

II.− C.− c) Réalité indéfinie mais qualifiée par une précision subséquente. Quelque chose de + adj. inv. Quelque chose de beau, de bon, de grand, de vrai, de vague, de bleu, de neuf, de nouveau, de fâcheux, de merveilleux. Il y a quelque chose de vrai dans ce que vous dites. Il a quelque chose de bienveillant dans la physionomie (Delécluze, Journal, 1828, p. 107).

You would have feminine when quelque is used as a standard adjective and chose as a feminine substantive:

Je voudrais quelque belle chose.

or even

Quelque chose errante

Quelque chose is masculine (except in some rare exceptions*). From that, there is not problem.

Quelque chose de beau

• Masculine

J’en voudrais une de sérieuse

• It’s feminine, but it doesn’t use quelque chose. I don’t really understand why that confuses you, it’s not related to the quelque chose problem.

I think if you re-read your question you’ll understand ^^

Jliagre mentioned cases where “quelque chose” is feminine, but I think it adds confusion and it’s not exactly on the point. However if you encounter them you’ll be confused so we might as well explain them.

I see it like the distinction between “something” and “some thing“. One is a fixed expression that became a word by itself, the other is simply two words that but one behind another look like the first one, but don’t exactly have the same meaning.

It’s the same with “quelque chose“, it became something you can’t split, expect the words stayed separate. In Jliagre’s example:

Quelque chose errante

“Quelque” is a dated word that means “some”, but would be replaced with “un” or “une” nowadays, and “chose” can be replaced by another word without breaking the sentence grammatically:

Quelque créature errante

But in most cases, “quelque chose” acts as a fixed whole and you cannot touch it.