If im being honest I don't think Ka Zuigetsu is who Jinshi wants to be. He doesn't wanna be this hyper masculine crown prince, commanding soldiers and telling them who to kill, or being jerked around by imperial games. He jumped into that identity cause everything he cared about was on the line. He's wanted to shed that identity his whole life, to get far away from it
But he doesn't wanna be Jinshi the sparkly eunuch either. Using his beauty to get by when beauty is such a source of resentment and bitterness in the inner courts. Where he doesnt get to make a difference or help who he wants.
He wants that secret third thing, to be free of all the social barriers that elevate him or lower him from everyone else, especially from Maomao. He's at his best when he sheds all of that, and can be vulnerable. When he and her just get to be people.
I believe going forward he's going to continue with the name Jinshi, and continue to find that secret third thing. After all, didn't Maomao say that he'll always be Master Jinshi to her? His preferred name?
(There may be a case for Jinshi as a trans allegory but I'll save that for another time)