Actually it already has gone further than lingerie: Sanitary products aren't lingerie.

Next it could be a request for a tampon up your azz...

Idk "what if", I honestly don't, but your whole arrangement with this lady gives me the heebiejeebies and its got nothing to do with cross dressing.

Idk? She seems a bit controlling, buying lingerie for you (I'm assuming without your request) and then the telling you what to wear and when... Now some people are into being dominated I get that, honest I do, but she doesn't respect your "no" and actually presses the issue... That's a red flag right there.

Secondly? I'm pretty sure you 2 have already reached that point where lingerie is a must, and its obviously not enough anymore.
Thus the introduction of the pad and her insistance even after you politely declined.

Idk... I'm not judging, I don't have a vanilla sex life either, but this setup doesn't sound very healthy to me.

If it was me? I would decline the cross dressing and stuff next time, and see what her reaction is. Then make a decision on "what if"...