It sounds like the Christian afterlife appeals to you, while other aspects of Buddha-Dharma might appeal to you aside from the Nirvana aspect. Orthodoxy is likely too conservative to be tolerant toward transgenders, and you should protect your mental health above and beyond any considerations of religious faith (IMHO). There are certain books that examine commonalities between Xtianity and Buddhism, so perhaps you could focus on those and build a spirituality around it? Without Buddha I Could Not be a Christian by Paul F. Knitter comes to mind firstly.
Thinking that Nirvana is nonexistence is a common misconception, however, and it's more abstract than that, from my understanding. From a Buddhist perspective a permanent self or soul doesn't exist in the first place, and when a person lets go of tanha (selfish craving) they also end their suffering. Perhaps the person's consciousness can exist in some form that isn't individual immortality or nonexistence? It's actually a more interesting concept than traditional beliefs in heaven/hell from Middle-Eastern religions, I think. (I'm not a Buddhist myself but used to have a strong interest in it years ago).
Here is a good post on Nirvana from "In the Words of Buddha".
Also, there's an old Reddit post on this subject here as well: link