Disclaimer: I know nothing about raising kids, having none myself. But I did learn a bit about mediation, some of which applies here.
You might want to try finding out why your daughter feels as she does. She'd rather see you divorce than become female, but why? She might say, "because it's weird". Dig a little deeper: why is it weird? Because it's not what "normal" people do. Aha: peer pressure! Are you worried that other kids will think you're weird and tease you? Probably yes.
I'm not suggesting this is what is going on for her, and of course, you know better than I do how to talk to her. But the point is that there is some fear that is real for her, and she may not be able to articulate it without help. You may have to dig down a few levels with careful questions to discover what it is.
Once you understand what is going on for her, you can start to address those fear. If the scenario above turns out to be close to the truth, there are bully-proofing programs available for kids. Or maybe there is something you can do to manage your transition in a way that will not cause her problems.
