Princess,
It could have been that they were blue that confused her. If you had used pink she may have known, pink is for girls

Just try and keeping talking to her, maybe put your feelings in a letter for her to read. It can be very confusing for parents to get their head around that they have a trans*child.
But most parents love their children, it can just take a bit of time to get through to them.
Do you have a school counsellor you can talk to?
Hugs young lady.
Cindy