Well, "Lena" is a reasonably straightforward name, that could in theory be applied to a boy, especially if you take into account other cultures and languages etc. If it was something like "Susan" I wouldn't be recommending this, but there's the option of just going for it, introduce yourself as "Lena" and if anyone asks, just say "That's just what people call me." and if anyone gives trouble, report them. But I think most people just accept names, even slightly unusual ones.