I would operate along the premise that this is a phase and in case it is not, don't talk to much about what he is supposed to be because if he is truly experiencing gender confusion he will start to get a worse self-image than he is already going to have if he must grapple with this issue.
I would continue to talk to your pediatrician and if he doesn't grow out of it, then find a therapist that specializes in this issue so that your son can be as happy a person as he can whether that is a boy or a girl.
My son was used as a live doll by my daughter and he would do our hair and make-up and model her outgrown pajamas so that he looked like a little princess. He is now nine and while the smallest on the football field, he easily tackles kids twice his size and while he is no bully and avoids fights at school you had better not pick on one of his friends. One of the boys is like him tiny for his age, was picked on by many of the older boys at his apartment complex. Not anymore, they aren't sure when Nicky will show up again.
As others have said, it could be a phase, just keep an eye on it and make sure that you always reinforce that however he feels, he is just fine the way he is. If it is really gender confusion you will sort it out later. Also, if he doesn't get much one-on-one time with dad, that might help because he would see what dads do.