Hard to say because I don’t know your age, how long you’ve known him, and other things that could help. The main thing that jumps out to me is you calling him “a female”. If you see him as female and feel the need to come out as…as what? that is problematic. I don’t want to discourage you because it may just be that you aren’t clear on his identity or what words to use.
If you want to pursue a relationship with him, find out about his identity, preferred pronouns, name,and if he wants to be out or stealth. Compared to a relationship with a cisguy,you have an added dimension of gender identity (and perhaps sexual orientation). Ask yourself how you identify. Do you love him as the man he is or do you see him as a masculine woman? How does he see himself?
I know women who love transmen and identify as straight. They are women with men. Personally, I don’t think I would be happy if I were a transwoman and my partner identified as a gay man. Everyone has their own feeling so you need to find out his and explore yours.
Finally, being very religious isn’t an indication of them not respecting and accepting of your relationship with a transman or if you are pansexual. If they are very religious in a religion unaccepting of non-heterosexual, non-cisgender people, you may have to talk more about how you identify, that it isn’t going to change, you know God loves you as you are, and want them to love you as well.