Urgh, I know the feeling of having something big to divulge, then waiting for the perfect opening ... and waiting... and waiting... and realising you've missed it! Or the opportunity never presents itself, in which it feels like a wasted night.
Obviously the location(s) didnt help; as you said earlier, it isn't a topic you can just blurt out, but needs to be handled cautiously.
Maybe leading with your last line -"I'm not unhappy. I'm happy with my life, just not my gender" - would provide a good starting point in a conversation which you could develop further. Also, is there any progress with your sister?
I hope it goes well
X