Some Americans may have legal ways to change their names (domestically and/or overseas) in jurisdictions where there is no "journal of record" type of publication requirement for all name changes.

Do officially registered sex changes also work as effectively as legal name changes to circumvent various USG blacklists' hitting otherwise free persons? No. And I say that even as I am not sure which jurisdictions (if any) have a journal of record type publication requirement for sex change registrations.