He is not a female by definition.
There are many sources. A man with a removed penis and some injections is not a female.
If a person wishes to be called a female then that is fine, people have the right to ask to be called whatever they want, as you said I'm a nice guy I'm not here trying to be rude to Cowgirl or whoever, I'm just pointing out what is there.
Is it not fairly obvious that Fallon wants to be referred to as a female?