hello

This could be written off as just a strange old women who wants a child (specifically a daughter) and uses Henry to fill that void, addressing him by a more feminine name, which I believe he explicitly corrects her on multiple occasions.

From Horrid Henry's Underpants (2003)

It is said here that Henry has had to tell his aunt that he was not four years old, which could further cement the theory that Henry is transgender, and decided he felt more comfortable with the name Henry from when he was roughly 4, and his aunt did not catch on like the rest of his family.

In Horrid Henry: The Movie (2011), a specific plot point is Great Aunt Greta taking Henry to school, and taking him to an all girl's school. The more I look into this, the more I'm realising that Great Aunt Greta probably has dementia or a similar issue and thinks Henry is her daughter so I'm trying to find a specific example of her calling him her 'great niece' so I can try and disprove that theory.

Great Aunt Greta also treats Peter in a similar way, but in her eyes, Peter is still a boy, she just treats him as if he were a teenager. This could prove that Peter is cisgender, so Great Aunt Greta has no reason to treat him as a girl. Why she thinks he is a teenager doesn't really make sense to me apart from her being an old confused woman, but if she can tell Peter is a boy, why is she so set on the idea of Henry being a girl? I could understand if she just saw Henry as younger than Peter, then it would make sense and her way of thinking would be consistent, but it's distinctly Henry she sees as a girl, something henry is not comfortable with and she has been told 'a billion times' otherwise.

I think Great Aunt Greta distinctly views Henry as a girl because Henry was born as a girl, and given the name Henrietta. Henry felt he wasn't a girl, and started to call himself a boy when he was ~4 years old. His family were very accepting of this, and let him make that decision for himself, and call him Henry over Henrietta, and use he/him pronouns for him. Even Peter accepts this and never deviates from Henry's preferred pronouns and name (apart from name calling, but that's expected among siblings). Great Aunt Great did not agree with this change, and still calls Henry by his deadname, much to Henry's displeasure.