
Sanji trained himself by fighting okama fighters. We saw okama like Mr. 2 has focus on kick techniques so it's aligned with sanji fighting style.
He doesn't like being okama (we saw this when he failed to escape from the okama), and he was always seen with other people when he's in pinch (vergo, doflamingo fight).
But, the raid suit covers his identity. So he doesn't have to worry about being seen by other people.