She had every right to complain - speak to a manager, write letters, etc.
She had no right to walk around declaring there is a transgender person in the woman's bathroom, because she was basically looking to gather a mob.
Now, if there was an immediate threat of some sorts, then yes; yell, scream, shout, cry, screech - get the fuck out, call the police and obviously defend yourself. But, I don't see anything here that posed a threat to warrant 'warning' other women.
She should have just spoke to a manager, got their official "fuck off, we don't care" response and then asked for her money back. Then she could have caused a public stink about how she wasn't warned about transgender members in the changing rooms and her concerns were not properly addressed.
Also, if a transgender male is a threat to the women in the change room, then isn't a homosexual male a threat to the men in the change room?