OK, after thinking about this more, my conclusion is definitely that the school should provide a private area- or private time- for this student to change, shower, and use the restroom. No added expense may be necessary for this, as you could give the student a separate time- perhaps he can leave practice 5 minutes early or late, etc.
If the student protests, then the student is being unreasonable. A transgender student who is now a girl should not be forced to change and shower among boys, but at the same time, other girls who are not comfortable with her shouldn't be forced to change with her in the room. So this seems like a reasonable solution.
That being said, I would like to reach a point in our society in which transgenders CAN be in the same locker room without comment. That will take acceptance from these other girls and their parents. But we're not near that yet, and we shouldn't try to force it on anyone.