I watched the first episode of it and I don't really see the problem with him being unhappy/shocked at first. I think that would be a normal reaction really. As a trans person I guess I see it differently. Often trans people are unhappy about being trans and try to repress it before the accept it. I think the character will learn to accept his role as a female hero. He does seem exited when he gets the pink car and at the end of the episode he even smiles about being shezow.
The only thing I didn't like was everything was plastered with pink. This bugs me because I kind of hate the way pink is used to tell girls "its pink so its for you".
This is the first episode if you care to check it out.
https://www.youtube.com/watch?v=7K3z-CRNi-E