Did he actually make any references to trans issues? Are there recordings of this comedy festival?
I ask because that line "my anti-trans jokes went over very well in Saudi Arabia” sounds to me like an intentional troll, a way to say that he got to talk about whatever he wants while poking fun at the controversy he stirred up a few years ago. As a joke in and of itself, that works even if he didn't actually have any trans jokes in his set.