@mir books are pretty explicit that ferris was not happy as a guy and does not want to be treated as such
the word is not used - one can say "because the concept doesn't exist in this fantasy world" but that's lazy worldbuilding (something re:zero is kinda guilty of) - but her identity is largely respected and apparently later than I've read she's been magically transitioning physically
the sub and dub vary wildly compared to the books, with the dub mostly refusing to use her actual name, from memory, and generally disrespecting her character