LogFAQs > #975016836

It's not stated outright (so I think it's open to interpretation) but there's a couple lines that felt like really obvious hints:

-There's one conversation (I think around 4 hearts, or maybe after 5 but before starting a relationship) where she awkwardly tells you that she has a different body in New Wirral than she did on Earth, that it's closer to the body she has when she's dreaming, and that she's worried it'll change back when she goes back home.
-(post-game) If she's in your party when you beat Lenna, Lenna will talk about how she's an archangel who lives as a human now, and that it doesn't matter how you were born but rather how you choose to live, and Kayleigh enthusiastically agrees.

So again nothing explicit but these (especially the first) stuck out to me as fairly trans-specific experiences. Unlike Frankie though I don't think it's intended be canon per se, but rather one possible way for certain players to relate to the character.