I doubt this is true.
Peter II Alexievich was a teen aged Emperor whose father was imprisoned and who was then subject to the control of courtiers such as Menshikov and Dolgoruki. He was controlled by them and by the alcohol that his handlers fed him.
It is doubtful that he ever had the chance to figure out his sexuality because both factions thrust women of their own families at Peter in an attempt to further control the boy.
His is a tragic story and with his death, childless, the direct male line of Peter the Great became extinct.