In the second book, "The Marvelous Land of Oz," Tippetarius "Tip" is a boy runaway, who is revealed to actually be Princess Ozma, transformed by magic into the wrong gender by an evil witch so that she couldn't take the throne. So yeah, the children's fantasy book from 1904 has a transgender hero. Really. It's certainly interesting to wonder if OTMA read it (they were popular enough) but I'm not clued up on their reading lists. Though I only know the synopsis I gave from other people, I'm actually going to be reading MLoO soon, w/a view to possibly adapting Ozma and her situation into my story.