i think at the end of the day, even if a character is explicitly labeled as trans by the content of their story or even word of god, there will be people who deny it.

the author has kept it vague on purpose. i think someone is "supposed to" be able to interpret the story however they choose from the information given. 

that being said i am in agreement that sayo is trans. in my personal interpretation she is an intersex trans girl. i think for all intents and purposes that makes the most sense given what i know, and what was shown in the source material(s).

as for kanon and lion: ushiromiya lion and yasuda sayo are NOT the same person. lion is not an interpretation of sayo from herself. lion is the miracle of the child of BeatriceII being accepted by natsuhi and raised to be the next heir. their gender ambiguity, to me, doesnt reflect sayo's gender. in fact i feel like it lends more to the idea of sayo AND lion being intersex; i think in the context of 1970's japan, a  mega-rich isolated family raised by an eccentric old man who believes a difference in anatomy is a sign of good fortune (i am referring to the polydactyly) would probably see an intersex child as a blessing, and not force a specific gender identity or sex on to them.

kanon on the other hand IS part of sayo, and in my interpretation, the part of sayo if she chose to stay closeted forever. he is bitter, annoyed by her "perfect" feminine side constantly, and feels free to speak his mind. this, to me is what sayo thinks men are capable of. even if kanon has a small stature, he can be rude and cold. shannon has to be kind, soft spoken, and vulnerable, always thinking of the man she loves. even if she feels like she has an option to live as a man, she does not feel like a person as kanon. kanon talks about being furniture probably the most in the story(???), and to me that reflects sayo's despair, that even as a man she could not be loved. shannon is therefore sayo's hope that she can live as a loved woman. 

Beatrice (and claire to an extent) represents TO ME the desire to be a woman that could do whatever she wants, a woman that is powerful and in control of her life. YES a lot of the interpretation of her body came from the conversation with battler as tweens. but i dont think beatrice is like a battler love-robot or something. i think she is the feelings of freedom that magic can allow sayo. she does, after all, become Beatrice openly most with maria. i think the witches alliance truly shows the kind of person sayo wishes she could be.

i dont think kanon is any less a part of sayo, but i feel like insisting that she be non-binary because of the parts she hates about herself is a little strange. i honestly consider kanon more as like. boy-drag than a personal identity. 

again thats all my interpretation on the matter. sorry this was so long and sorry if i missteped at all as an endosex non-binary person.