Have you seen Danish Girl?? That is a hardcore start to the CD / TG conversation. My wife and I loved the movie but I'm transitioned. I have a number of friends who are smart and sensitive people who have seen it and found it very confronting.
If you do go and see it then you pretty much almost have to tell her. Because if you don't and this relationship continues she is going to say "why didn't you tell me then?". And be ready for the 3 big questions.
Best wishes