You still have a son, you always had a son, and just because your son and maybe the people around him are talking as if you didn't, doesn't make what they say true.
What your son is doing may be very difficult for him, but it is also difficult for you, with all this rewriting of history.
I think you need your own independent support for this, and not the type of 'support' that tells you "yay, you've got a daughter now", but the kind that acknowledges that you have a son who is behaving in a way that seems inexplicable and even cruel, whether from genuine needs that can only be met this way or through having got caught up in it from some other motivation.
You may choose to go along with this, and with his wishes, and treat him socially as if he was female, use a new name and so on. Maybe it is what he needs, and hard as it is, it's not impossible that it could be the right way to support him.
However, privately, to yourself and to your own sources of support, you are always, always allowed to hold on to what you know, that you had, and have a son. Everything you experienced while bringing up that son was real, regardless of what's happening now. Your son is still here, alive and well, even if he's behaving in a rather unexpected way.