Jails are typically segregated by ability to penetrate. Some facilities, like San Quentin, have areas for MTFs. I have yet to hear of a specific instance of FTM-segregated prison facilities.
As for hormones, in some jails you can continue to get them, in others you cannot. It depends on your state, your county and exactly where you end up.
As for the PO stuff... You're screwed, dude. If he sends you for UA and you come back with testosterone he could nail you for androgen use. If I were you, I'd get in therapy and get a letter stating that your transition is medically necessary. Get the same thing from your doctor, etc. Get as many people with as many degrees as possible to state that this is something that you must do. Do not give your PO original copies of any of this material, just in case.
As for the name change- again, this depends on your state- you will be asked if you want to do this "For a legal reason and only a legal reason?" The correct answer to this question is- obviously- yes. Since it is done in civil court, your record is typically not looked up, however this could be different depending on where you live. Do not try to change your name 'til you're done with parole.