I'm pretty sure Yuuki is literally a "lesbian trapped in a man's body".
Yuuki loathes everything about men and was attracted to Mao before the change. The male body reacts to fantasies about fucking Mao, but Yuuki hates it and finds it disgusting. That much is pretty obvious.
Mao lied and invented a fourth childhood friend on the spot to protect Yuuki's own lie. I think Mao likes the current Yuuki, but Yuuki is too full of self-loathing to date her.
So yeah, the one with a massive gender dysphoria is Yuuki, compounded with the fact she's a lesbian. She said she regretted not going for the treatment at the time. Fate really did her a dirty one.
So, closed-eyes guys is right. Everyone is lying: Yuuki, Mao, Mio and Rinko.
How Rinko will turn out in the end is anyone's guess though. She seems to be more preoccupied about how other people view her ("maybe she'll think I'm gross") than about the male attachment or the libido.