The consensus in English-writing guides like the APA or Elements of Style is about staying true to a person's self-identified pronoun while preferring specificity over ambiguity. In a case where you don't know - "they" is perfectly acceptable. In a case where "they" is an explicit self-identity - it's the only correct option. In this case, where he literally calls himself "Mr", it's stylistically incorrect to choose a more ambiguous pronoun where "he" is the correct one for someone calling themselves "mr"

Far from it, it only creates confusion and injects ideologically charged "pronoun language" into the discussion. If you feel the need to make clear that yes, the person you're talking about can be a man as well as a woman - something which most people realise and the ones who don't won't anyway no matter which words you use - use something like s/he or "he or she". The first form is just as short, is not ideologically charged and does not create ambiguity.