You're reaching because we have a male character that was never referred to as anything other than Heimdal's son and you are making it a trans issue based on the kid having a nickname.
In Black Lighting we had a scene where a character that called himself LaLa almost shot the main character for calling him by his government name. That's basically the same scenario as this movie, would you consider that a trans issue in that show?
The writers made up a completely new character.
They give the character a name that is gender specific to women which is "Astrid".
They then write in a scene where this character has changed their name from the female name Astrid to now a male name "Axl" and have a subsequent scene where the character gets upset at being misgendered because they're being called their previous female name.
This is the same movie that has a BLACK WOMAN calling herself a KING and referring to other women as "guys"
How the hell am I reaching?
Look at the intentional decisions that were made with the character.
They could have given this made up a character ANY so called male Norse name but chose a female name, so that they could have a scene where the character changes gender via their name and then have a scene that comments on it which was Thor being ignorant to it and then accepting the change.