The men at my gym who knew me previously call me Phil.
The ladies old and new all call me Philippa.
It is always her, she, madam or ladies when with others. Rarely do people forget but if I do get to hear 'he' I just ignore it. It all depends on how I look.
At the gym I look like a guy with boobs in a leotard. A little eye makeup always. With the amount of sweat I lose there is no way to wear a wig.
Nobody cares.