I've seen the Roxy is trans headcanon for a while is there any proof.

Given the last two letters of her name are ‘XY’, when her full name was finally revealed Hussie mentioned the last two ‘Chromosomal Letters’ or something like that had been finally unveiled, which some took as Rox being trans. Some trans people too have identified a lot with Rox’s struggles, too. I’m sure there may be more stuff but nothing specifically, canonically obvious, sadly. Still a great headcanon. As is all Strilondes being trans. And the Harleyberts. And everyone tbh, all headcanons are so valid.