Hmmm... A few random thoughts...
If he's THAT dumb (grin) he might not have noticed which locker room/bathroom you use. Guys do sometimes ask other guys "Are you a guy or a girl?" when there's not actually any doubt about it in their mind, as a sort of backhanded way of calling him gay. It might be meant as a hostile challange to a (perceived) gay guy, or hostility towards a potential rival for the ladies. There are some dudes that just feel threatened by any guys who's "man-pretty". I've even seen it used as a test, a sort of "are you cool enough to take a little hazing" kind of thing.
Haircuts can be very symbolic, so it makes sense to me you'd feel that way, but I don't think the ponytail's necessarily too ambiguous. A lot of guys have ponytails (shrug), it's really more of a fashion choice. And you could always just take the scissors and cut it off.
There really isn't a "supposed", but if you feel you'll be physically safe, then I'd say just answer in way that's true to who you really are, not what the world expects you to be. Coming out... it's not as much about insisting on pronouns as carrying yourself with pride and dignity. I'm going to be patient with caring people who try but need many pronoun reminders to break the "she/her" habit, (my guy's trying hard, it's very cute really!) but those who do it continually out of nastiness, (shrug) I'd just tell 'em that since I expect the world to accept me for the man I am, I guess I ought to expect the world to accept them for the (explative deleted!) that they are.
I envy you actually... (sigh) at least people have doubt, and that would be a huge step forward to me. I've ordered my first binder, but even with that (shrug)... I'll prob need T, before I get that.