Indochine have quite a few songs about being gender-variant, including Playboy, 3ème sexe (literally translates to “third sex”), and Ladyboy. Revolution is kind of about gender. Juliette’s Silences and Unisexe are somewhat about gender, but focus more on relationships.
Indochine is an incredibly gender progressive band. Unfortunately, they do only sing in French. Still, their songs have a pretty clear meaning!