It's rather startling how one mitzvah- head-covering, for example- can turn into an indication of how we hold about all sorts of other aspects of Judaism.
I'd been talking to someone I met at work, and reference was made to being transgender. Afterward, in a fit of random association, I started to wonder about how I might behave with someone who was trans, in relation to my head-covering practice- would I feel comfortable taking off my scarf or not? In either situation (female-to-male or male-to-female) there would be both an argument that it would be fine, and an argument that it wouldn't.
Taking FTM as our example, the first question would be how you hold about whether it is possible to halakhically change genders, and if so, how. Clearly, if you think that yes, you can- then you have an answer: keep the scarf on.
If you think no, there might still be more factors to consider. How do you consider the way a person thinks of their self? It seems as if a real consideration of tzniut might ask one to go beyond the halakhic considerations of gender.
However, what it really highlighted for me was the way that halakhot interact and weave together. Different halakhot impact each other, so that the way that you hold about one question may well depend on how you hold about something that would seem to be quite separate. There's something that I really appreciate in that interwoven-ness.