I think she is a transgender girl.
I think the pre-Nationals jitters and the Wade persona interacting with KurtCedes was intentionally framed as Unique having doubts if she is actually able to go out there, take the stage, and show everyone the real her. But yes, to be honest, before yesterday's episode, I was a bit unclear if Wade is just dressing in drag or what.
But this episode cleared it for me that Unique identifies as a girl. In the scene wherein the ND kids were pressuring her to remove her make-up and look like Wade, she showed great reluctance before she eventually agreed - but nor before saying "I'll go take off my face". For me, that line really defined the how she viewed herself. There she was, in a new and most probably hostile environment, still trying to somehow fit in (wearing a simple unisex shirt) with society's view of what is 'normal' - but she felt brave enough to show her true self in the form of make-up. So when the ND kids asked her to remove it, for her, it wasn't simply removing cosmetics - it was literally them asking her to erase herself (Unique) and to go back pretending to be Wade. In addition, when Artie declared Blaine the new Rachel, Unique pretty much described herself as a "strong, black woman".
However, one thing that's making me scratch my head is Unique's propensity of addressing herself in the 3rd person. Like, I can count 3 separate instances wherein she addressed herself as Unique and not I: her warning to Blaine that 'Unique will be the new Rachel', her announcement that 'Unique offers her greetings and salutations' in the lunchroom before ND scolds her for wearing make-up, and lastly, when she was slushied, she exclaimed that 'Unique's eyes...they are on fire!'