Literary evidence of Elagabalus being female stems from the Historia Augusta life of Elagabalus, which was very likely using such rhetoric as vitriolic hate in order to slander Elagabalus' name, rather than accurately depict gender. Please note that this is the same source that claimed Elagabalus indulged in parades of sexual vice, and committed acts of human sacrifice.
The Historia Augusta is a very untrustworthy source in terms of its choice of rhetoric and its political agenda. Because of this, I would most definitely not count Elagabalus as representative of someone who considered themselves transgender, as any evidence in extant ancient sources would -- like the Historia Augusta -- have ulterior motives. Indeed any texts that concern ancient transgender representation should always be approached cautiously and with proper historicisation.