Bird,
I hope you don't mind how I answered. I'm just too dumb to use the quote feature so I dissected your post.
"When I was young, I remember praying to God so I would turn into a girl, you know, magically, a miracle, because I knew in my little mind that if this keep going I would suffer very much. As time progressed, I elaborated more on this. Knowing he was all-powerful, I prayed to have been born a girl, the past erased and changed."
As someone said we all probably wished or prayed at one time or another that the Lord would change something for us only to find no change.
That doesn't make God evil.
The word of God says that the Lord gives every seed a body as it pleases him.
What you do with that body your soul and spirit is in is up to you.
Being cisgender and not experiencing your pain I cannot say. I can say however that what you do is between you and God.
"Obviously those prayers weren't answered. It can be said God works in mysterious ways, but anyway, as I got into my teenage years I lost faith on God nearly exclusively because of that. It still remains as a dent on my spiritual shield and my faith on God."
Many have one issue that causes them to lose faith. Two young men I knew believed that if they waited God would lead them to the right woman such as Isaac in Genesis where the servant went to get his wife.
In time while waiting they fell away and blamed God.
All of the side issues of this I won't go into such as dating, computer sites for women and such.
The main thing is that in time this one issue caused their fall.
The devil was more than happy to flaunt a bunch of sexy teases in front of them.
Maybe they should have dated and trusted God without railing out against him.
At any rate the devil used that one issue to get them.
"I keep asking myself, how could a ever loving God do this to me, and if he is all-powerful why didn't he just change me?"
Maybe he didn't change you for reasons that he knows and will only be revealed in his time.
Some of those who go through a life of hell are way stronger than those who don't.
Also. It is easy to love God when all is going well. Auditoriums are packed with people being told they are somebody and that the Lord died to make them rich. That's easy and maybe conditional love when the money or fame leaves.
For some of us our lives are being poor, bankrupt, often sick, disabled, hated by mainstream churches and such. For some of us the Lord (and wife in my case) are all we have.
That's unconditional love for the Lord.
I hope all works out for you.