Their sex does actually matter because there are different outcomes to the support you offer and females tend to come off worse.
If she is female she is very likely not happy with her body being seen as sexual. There may have been sexual assault or other unwanted behaviour directed at her because of her sexed body. This is one of the primary reasons that young women try to hide their sex.
Another is ASD. You haven't mentioned this so I assume not relevant but there is a high cohort of young women with autism who identify as trans simply because they feel like they don't fit in.
The other possible concern is that your daughter does actually start taking testosterone so that she grows facial hair and becomes generally more hairy and her voice deepens. I know two non binary young women who do this even though they are not wanting to transition.
Even more alarming and very on trend is that these young women have their breasts removed, again, even though they only claim a non binary gender and do not intend to transition to male.
So by supporting her now, you could lead her to that.
If he is male it is much more likely that he will want to transition. Males tend to start non binary just as a stepping stone to coming out as a transwoman. They are much less likely to have surgical intervention. They will take hormones as they want to grow breasts. There is a very high chance that this is driven by sexual fetish.
You might want to consider whether you would support this.
Either way, they will get their hormones on the black market.
So you could be encouraging that as well.