I have never read an account of Lincoln being dressed as a woman during his trip through Baltimore from any historian. I have read accounts of Davis wrapping himself in a woman's shawl and people in his own party identifying him as a woman to the Union troops who arrived at his party's campsite.
Jefferson Davis’ wife lends credence to his being captured in women’s attire.
From memory, Lincoln was put into a disguise (not women’s attire, like Jeff) by Pinkerton, who knew of a threat against the President-elect, and who accompanied him.