Jaz does eventually start wearing dresses to Kavagoran events, but they are never Kavagoran-style. Zeir hope is that aggressively reminding people ze is Not From Around Here will keep them from just being like "oh that's a lady" and, after several years of deliberately confounding Kavagoran gender expectations, this strategy works out pretty well.
It does help that the years ze spent Confounding Gender Expectations, Jaz also spent making friends with a bunch of the other queer nobles and ingratiating zemself to people's friends and family, so if someone does try to misgender zem, there is invariably someone nearby who will be like I THINK YOU MEANT,
It also helps that ze gets these dresses made especially to match with Petrov family parures, so ze's wearing these very foreign dresses with The Most Kavagoran Signifiers.