Studies, synopses, and discussions are easy to find with web searches. Much of it seems equivocal to me; it almost all leans the same way so I doubt it's all wrong. Behaviours typically mentioned are risk-taking and attention-seeking, along with greater likelihood of having some kind of mental health diagnosis (which is broad but still not meaningless). Expect to find lower rates as time passes and more people indulge in body art. Obviously some kinds of body art are markers intended to signal membership in a tribe.
The keywords you'll want are 'comobidity; and either transgender or gender dismorphia.
Much higher rates of suicidiation, depression and various other MH issues compared to the rest of the population, but because it's such a small sample size who knows. Also much higher rates of suicide post-transition compared to the population. Stong arguement that might be due to a lack of acceptance in wider society.
Having said that, there are other populations that also have higher rates of co-morbidities than the rest of the population like folks with ASD or otherwise neurodivergent (ND), and plenty of people in the majority that also have MH issues. We evaluate people on a case by case basis, not with what group they fall into, which I think is the right approach. Lots of folks with ASD (especially with how broad the criteria is now) that excel in the CAF, but it's a blanket recruitment disqualifier for the US and some other allies.
I don't think we'll ever really understand how the brain works, and even with all the improved techniques now for scanning etc it's not even scratching the surface, so all we can do is screen people during recruitment, evaluate their performance during training and go from there. Still not a guarantee of performance in a real combat situation, but do the best you can. At the end of the day though, not up to the CAF to right general societal wrongs by hiring people that aren't capable of doing the job, and I think regardless of how they identify or what colour their hair is, it would be negligent to put people in dangerous situations if they can't handle it.
I personally don't care about the dress code changes, and don't think most people will even bother to do something that's more work than not doing it, but I think it would be stupid to screen people out because of how they want to dress. I used to have long hair, occasionally dyed, sometimes a mohawk, but honestly just too much work. I think the uptake on this will be low, and a lot of people that do it because they can will not keep it up long (because again, more extra effort), but this is just a distraction for the fact that we are massively overplanned and under-staffed.
Making real changes is bringing our staffing numbers up above 50%, slapping down and punting people that abuse their authority, and rebuilding our forces. This shit is a headline that will make 10 people happy and take up high level resources. The change has been made, roger, lets move on to big issues that are creating significant operational/capability risks and putting people in unecessary danger/stress.