Women are so unlikely to be shot by police that a lot of the available data on police shootings doesn't allow you to filter by gender. I was able to find this WP database, which is both interactive on the website and allows you to download the data (nerd swoon).
Women comprised less than 5% of victims of fatal police shootings over the past decade. Of the 4% of women killed by police from 2015-2024, 8% (42 individuals) were unarmed.
The rate of men killed by police is 52 per 100k (slightly lower than unintentional injuries at 64:100k), versus 3 per 100k for women (one quarter the rate of fatal car accidents at 13:100k).
Between 2017 and 2021, 5 trans people were killed by police. Not 5 per 100k, 5 total.
Too many Americans are killed by police, period. But that in no way means that anyone is likely to be killed by police. Even for black men, the rate is 96:100k -- again, unacceptable and horrifyingly disproportionate, but still just under a 0.1% chance.
I don't mean to downplay police violence at all, but the fact is that most people actually overestimate the frequency by orders of magnitude.
By no stretch of the imagination are women likely to be shot for eschewing traditional femininity. Even if it increases their odds by ten times (this is hypothetical! I don't have data on this), your risk would still go from 0.003% to 0.03%.