The purpose of pronouns is to serve as a shorthand for the actual name (the "noun" in "pronoun"). Instead of saying "Chelsey Manning said this, then Chelsey Manning did that" you just say "She said this, then she did that".

If the etiquette rules for pronouns are confusing, just use the same rule you would use for any other name. For example, you would say "Pope Francis used to work as a nightclub bouncer" even though he was called Jorge Bergoglio at the time.