Oh this is going to get me shouted at because I'm not sure I have the right words to express myself properly.
On Earth, strictly genetically speaking, there are 2 sexes for the human race. An individuals upbringing, biology or potentially personal preference may lead them to believe, rightly or wrongly, that they were born the wrong sex. Nothing wrong with that, as long as it causes no-one harm let people be who they want to be.
There are cases of humans being born with both sets of genitalia, a "Hermaphrodite" in these cases one of the sets of reproductive organs tends to be non-functional for reproductive purposes, in some very rare instances a "true Hermaphrodite" can be born where both sets of genitalia function. In both of these instances though there tends to be a pre-disposition to lean towards either female or male sexual roles.
But we're talking about a Fictional Alien here, our biology doesn't apply. So shut up and let the man write his story. Dick.