Transgender person still describes these people rather nicely.
If you wish to state that they have not yet disclosed their identify to the world at large, you'd call them closeted or in the closet.
Closeted and in the closet are adjectives for lesbian, gay, bisexual, transgender etc. (LGBTQ+) people who have not disclosed their sexual orientation or gender identity and aspects thereof, including sexual identity and sexual behavior. It can also be used to describe anyone who is hiding part of their identity because of social pressure.
The decision to transition physically is not what makes them transgender, but rather the personal feeling that their biological gender is not their gender identity. Many transgender people will never choose to make a transition.
Some choose to use the term transexual for those who have (or wish to) transition physically, but there is some disagreement on this nomenclature.
As an aside which is off-topic to the OP's question, but is always worth addressing in these types of questions.
When it comes to matters of gender identity, sexual identity/orientation, name, ethnicity, or any other matter of personal identity I use the following rule:
I'll call you whatever you wish to be called.
I think that most people would welcome the question if it's asked in a respectful manner.
The use of pronouns is a minefield all its own.
When speaking to someone, this is rarely an issue, as you is ungendered in English. But, we frequently need to speak about someone, often in his or her presence.
Third party pronouns are more complex. Some people prefer to be called by their identity, some prefer to be called by their outward appearance (and this can change with things like transvestitism), and yet others prefer genderless pronouns (Shim, sher, etc. etc.). Using they seems like an awkward appropriation of the plural.
Here too, I repeat the advice of inquiring as to a person's preference.
If you are unable to ask someone about their preference, writing about a historical figure for example, then I'd recommend going with their outward appearance.