I've taken BJJ and Muay Thai. The people I trained with there were all there to train and that's it. Lots had a career goal of the UFC, but they weren't nearly as scary in person. They're exceptionally helpful as long as you put in the effort and don't stifle their training. You could show up with your skin died purple and horns coming out of your head. They wouldn't treat you any different. Of the people I still talk to from those days, all of them were among the quickest people to support my transition, without question.
Your post doesn't state whether you're MTF or FTM, but hiding breasts or jiggly parts would be very difficult in this sport. About the only body parts that are off limits are your eyes. I'd be willing to try it, but I think if somebody stumbled on my unmentionables, I'd feel inclined to let them in on my past. I feel like that shows the most confidence and that's what they tend to respect most. You don't want them to lose respect for you and I think it's more likely if you try to side step it and hope it goes away.
I wouldn't worry about locker rooms. I've only taken classes at one place that even had them. Most of them are just warehouses with lots of mats in them.
