@Ultimus - Sounds like you and I have several things in common. I too come from a Mormon family. Of my family, only my wife knows about me being transgendered, but somehow she's gotten the idea in her mind that I'm going to therapy to 'fix' it. She just hasn't been able to wrap her head around the turmoil and pain this is causing. I'm actually working on a letter to her that is going to make things pretty clear that I have no intention of continuing a life of pretending to be someone I'm not.
But anyway, I totally understand the shame that can be felt from all the expectations, especially with the LDS perspective. After I had my 'personal awakening' and realized that transitioning was the road I needed to take, I decided to take a break from church. Mostly because my emotions are in turmoil about the church and how it has influenced my life, both good and bad. And ever since I stopped going to church my wife has asked things like "Who's going to baptize our son in September?", "Who's going to give the kids a blessing when their sick?" and "We were doing so well, daily prayers and scriptures, paying tithing... and now you're not even going to church. What do I tell the kids?". She basically sees me as having gone off the deep end. She thinks Satan is influencing me and is trying to destroy our marriage.
I also get the impression that she thinks my dressing is morally wrong. One time she came home and caught me in the middle of trying on some clothes I'd bought. She didn't fully see me though because I swiftly ducked in the bathroom (I didn't want her to see me that way for the first time without my makeup and wig on, plus I wasn't sure if it was one of the kids opening the bedroom door). But I was sad when she told me that the experience devastated her, like she caught me doing something dirty and wrong. Because it wasn't that at all. The few times I get to dress up en femme are the only reprieves I get from living a life according to everyone else's expectations; from pretending to be that picture perfect son, brother, father, husband, priesthood bearer, etc. that they all want. And there's so much shame conveyed within the church when you don't live up to those expectations.
I do hope my wife will come around. Like I said, I'm writing her a letter that I'm basically pouring out my soul to her in. I fear though that my transitioning could be the end of our marriage. I also fear that she may take the kids and turn them against me when I do come out to everyone. And I'm sure there's going to be plenty more disappointment from my mom, dad, and some of the rest of my family. I have friends that I do martial arts with as well. Our style may not be as intense as yours (we only meet once a week), but the camaraderie is still there. Many LDS beliefs are interwoven into our style as well. I often wonder how accepted I will be there once I make it known that I'm transitioning. I don't think anyone is going to give me a pounding, but will they accept me for who I am? Or will they think I'm not 'being of good moral character' or 'treating my body with respect' and ask me to leave?
There is a lot of shame to be had there if I choose to bear it. But I don't have to. Why should I feel ashamed for wanting to be who I truly am? Let others keep the shame they would thrust upon me--it's their shame, not mine.
As for personal shame, that's something you are going to have to come to terms with on your own. I will offer my opinion on the matter though. I think it's perfectly natural for an individual to have sexual desires, man or woman. Hell, my wife is constantly thinking about sex and does a good job of making sure I don't forget it. If a person identifies as the male or female gender, then isn't it then perfectly natural for them to want to have sex as that gender? It's not something most people even consider though, because 99.9% of the world is CIS-gendered and they don't suffer from gender dysphoria. They can have sex without feeling like they are in the wrong body. And what about those of us that don't have that luxury? Well, we deal with it in our own ways. When I have sex with my wife, I actually have to envision myself as a woman (and sometimes her as the man) in order to climax. And you know what? That's perfectly normal for me because I identify as a woman.
Now, in regards to what you said:
Quote...from my experience the only fulfilling sexual relation I could have with another person would be one that allows me to live out the female fantasy, which would be me as a woman in a sexual relationship with a man. This feels shameful in my own eyes.
You're going to have to take a deeper look at that and try and understand why you feel ashamed by it. Is it not natural for who you are to have desires that way? If yes then why are you ashamed of what is natural for you? If no then why do you believe your desires are unnatural? Do you think they are artificial? That they are caused by some sort of 'evil spirit'?
Speaking as one from an LDS perspective I know some of the thoughts that may or may not come up; "Am I just following the desires of the 'natural man' within me who is an enemy to God?", "Are these desires my own or am I being led astray by the devil?", "The first presidency has said that our gender is part of our eternal identity. Could I have been a female spirit in the pre-existence? Is it possible to be born with a female spirit in a male body? Why would God allow such a thing knowing the pain, rejection, and grief it would cause us?"
Some of your questions may echo those. You'll have to find your own answers though and finally come to terms with this shame you feel about yourself. It is a burden that you don't deserve to put on yourself and the sooner you explore and deal with it the better.