From what I can remember, the simbolism is stronger in the first movie and not so much on the other two. I recall two key things that can simbolize the struggle trans people go through or are references to transgenderism.
Neo feels that there is something wrong with the world and that he does not belong in it
The Character Switch was originally supposed to be a man in the real world and a woman when plugged in to the matrix.
I’m sure there’s more but it’s been a while since I came across the analysis.
Worth noting that when I watched the movies I never made an association with transgenderism. I think in great part because I was not even aware of it.