While there is a law that requires you to not look drastically different than you normally do- this is for wearing marilyn manson type makeup, not modest everyday makeup!! For instance if you slap a fake tattoo on your face or neck for the picture but it's not something that is an actual tattoo they can ask you to remove it. Asking a transgender person not to wear makeup is ridiculous and discriminatory.
As far as third or fifth world countries I don't know about the legal stuff but there's plenty other stuff to worry about that would be higher on my list of concerns as far as being transgender was concerned. Especially anyplace where there are no laws protecting a female from being abused since I would probably still be considered a women amny places on this earth :C Not that there aren't good places to live that aren't massive industrial or world powers, but it all depends on circumstance- anywhere can be hard to exist peacefully if you don't fit the mold...