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Yet even when creating as Cahun and Moore, they often referred to themselves in personal correspondence as Lucy and Suzanne. By choosing new identities but also keeping their given names, Lucy and Suzanne remained somewhere between masculine and feminine, resisting either category fully and enjoying the freedom to float between the two when it suited them.

In addition to taking on a new name, Lucy also significantly modified her appearance. In the summer of 1920 on a Jersey vacation just before their move to Paris, the two women climbed onto the rocks near the beach at St. Brelade's Bay in search of good lighting and an intriguing backdrop for a photograph. Lucy wore a white sweater with a thick collar and dark knee-length shorts. Bare feet anchored her to the brown granite. Suzanne moved back, closer to the water, aiming the lightweight folding Kodak pocket camera. As Lucy looked off into the distance, Suzanne clicked the shutter.

Looking at the image, it is hard to tell whether this is Lucy in her midtwenties or a young boy. Her long, wavy mane from earlier years was gone. Except for a thin stubble, she had shaved her head bare, allowing the cool air to caress her scalp. They moved to another location in front of a seawall that held back Jersey's unusually high tides. Again, Suzanne lifted the camera and looked through the lens. When the shutter clicked, she captured Lucy's firm, serious eyes staring right at her. Lucy's nearly bald head made her more closely resemble the French soldiers who had recently returned from the battlefields than it did a wealthy woman on a vacation.

Ongoing struggles with illness may have been one reason Lucy shaved her head, but it was more likely an act of rebellion against traditional notions of feminine beauty. Later, when she published a book under the name Claude Cahun, based on her journals from the 1920s, she put it this way: "I shave my head, wrench out my teeth, my breasts—anything that is embarrassing or annoying to look at—stomach, ovaries, the brain, conscious and covered in cysts," suggesting that altering gender and sexual identity was part of the goal, and so was creating a new self.

Anyone observing Lucy might have associated her hairless head with images of "outsiders" from Western society: prisoners, the sick (a population of which Lucy was a member), those in asylums (memories of her mother), monastics who chose a life apart from others, those doing penance, adulteresses being punished, or the lower classes, including seamen and dockworkers. The most famous Frenchwoman to have her hair cut radically short was Queen Marie-Antoinette on her way to the guillotine in 1793. Although Suzanne never shaved her head, she did cut her hair in a short, more masculine style.

Partly because of her shifting look, Claude Cahun (as she is always referred to now by scholars) has come to be viewed as a queer or transgender hero, although she would never have used either term since they did not exist at that time in the way that we use them today. Some have wondered whether we should now use the pronouns they/them rather than she/her to refer to Cahun or to Suzanne's alter ego, Marcel Moore. Both women always used the feminine pronoun since there was no alternative available, especially in the highly gendered French language. They always talked about themselves as women.

Lucy was nevertheless acutely aware of the flexibility of her identity. "Shuffle the cards," she wrote as Cahun in one deeply personal essay. "Masculine? Feminine? It depends on the situation. Neuter is the only gender that always suits me. If it existed in our language no one would be able to see my thought's vacillation." Gender was, for her, situational, conditional, possible (or impossible) at any given moment, but it depended on the moment.

Lucy was working to understand what we now describe as gender and sexual fluidity by sorting through the terminology of her day and trying to find the right word. To a long prose poem, which she dedicated to Suzanne, she gave the title "Les jeux uraniens" (Uranian games). By the turn of the century, uranian was a term psychologists and medical doctors used to label a person who felt same-sex desire, often thought of as a female psyche in a man's body. For some, it meant a kind of "third sex," neither male nor female but somewhere in between. Scientists of the era wrote volumes analyzing whether such feelings were innate or acquired.

To help understand these issues, Lucy and Suzanne turned to the British psychologist Havelock Ellis. Ellis wrote about same-sex desire, especially in his 1897 book, Sexual Inversions, in which he posited that it was a natural expression and should not be a crime or seen as a moral failing. Sexuality should be studied rationally, he argued, and understood as a personal choice. Lucy called him a "doctor-philosopher-poet," and when she autographed a copy of her own book for him in the early 1930s, she wrote: "To Havelock Ellis who has been a warm light on my desolate path, to the master I admire and love, to the friend who never failed me. Claude Cahun (whom he has known more real perhaps under the birth name of Lucie Schwob—as a translator of The Task of Social Hygiene)." Lucy and Suzanne had undertaken to translate the first volume of Ellis's book into French and had begun work on the second.

Although some women in the 1920s Paris artistic scene were lesbians, much of the avant-garde art world was highly masculine and engaged in discussions about the fate of manhood after so many men had died in World War I. Male artists were at best ambivalent toward homosexuality, especially among women, but sometimes openly hostile. An editor at an avant-garde journal called Lucy "a curiously somber person and a bit of a witch."