I've never heard that banks have gender listed. I am with a credit union. I'll have to look into that. Has anyone else run across this phenomenon? I never even thought to ask.
Radar, the SSA guy might have been clueless--or maybe you gave him too much documentation and he got confused! If you change your name, you don't need anything other than your court order, unless you changed your name by a different method. For example, if you get married and take your spouse's last name, take the marriage license. I'm sure that things have tightened up since 9/11, but people change their names all the time and it has nothing to do with their being trans--so the SSA is obligated to update their records with no evidence of surgery.