Question. At what point during transition does a transgender person start to identify as male or female?

It varies but usually WELL before they start transitioning. Remember that identity is just like, what you think of yourself. Everyone's journey is unique but the way it usually goes is:

1: Recognize you're trans (as early as childhood, as late as old age, commonly in teen years)

2a: Come out

2b: Start living as your identified gender

2c: Undergo therapy and hormone replacement therapy (HRT)

3: Have surgical procedures if you want or can

Step 2 can be in any order. Do HRT before coming out, do therapy before coming out, hell some people get HRT before therapy or coming out or whatever. Not all trans people have access to therapy, surgery, and HRT either, nor do all want it.

When you recognize you're trans and start living as your identified gender is uh, all over the place. My wife's sibling is trans and they came out at 38 years old. Meanwhile a good friend of mine has a kid who is clearly not identifying as a boy but he's a little kid so who knows. Let him be a kid and see what things are like come teen years. Everyone is different.

Not all transgender people transition if by that you mean complete sex reassignment surgery. Surely it varies from person to person; some will choose to identify as their preferred sex without undergoing any type of transition at all. As far as I know, the general rule for qualifying for sex reassignment is that one must live as the target sex for quite a long period first.

So identifying pretty much comes first.

Actual trans people will know better of course.

Well actually never. After 'transition' which is merely cosmetic, usually they are even less accepted.

whenever they want
eta- regardles sof anatomy, its not the exterior that make steh difference, its how they feel inside

They identify waaaaay before .
Its THE reason for their transition (if they are lucky enoigh to get it).