To begin with, I find J. Depp as good as any actor I've ever watched. He has an amazing array of roles that he has done so far.
But (and I don't do this often, it seems like tales out of school or something) I spend a few days last year constructing a ramp from the stage (20 feet high) to the dressing area for the Stones last tour in SF. It had a couple of switchbacks, and we padded and taped some of the edges and corners on them, as a precaution. As we were finishing one of the Stones management people (and the Stones have more management than General Motors or Citibank, largely because they make about the same amount of money) comes by and inspects the work.
"Nah, it needs more, see Keith is going to come down (at this point he starts to do this sort of half stumble / half walk / half swagger down the ramp bumping into places), and you need to pad it for him." So we did. Hey, we were in OT anyway, another hour easy. Fast Forward to two days later, when I was running a truss spot that was right above the ramp I had built. And I look down and watch Keith walk down that ramp just like Mister Manager said he would, hitting every point this guy hit. Amazing.
And pirates (not the romantic notion of today, but the true terrorists of yesterday) often wore women's clothes, they wore whatever they could plunder. Name of the game there. Nothing sexual to it. Women were raped and tossed overboard, as traveling with a woman on a ship was considered unlucky.