In my day we called them sissies.
I was thinking the same thing. My school years encompassed the '30's and '40's and I don't remember any guys dressed in women's clothes appearing at the schools.
In fact, when Pearl Harbor occurred, several fellows at our high school skipped their senior year and enlisted in the Army, Navy or AAF.
And of those who stayed to graduate, not one of the males to my knowledge tried to enlist as a WAC or WAVE.