madara called konan nagato
nagato=transexual U_U
No, he didn't...
He said, where is the Rinnegan...Nagato.
Which means where is Rinnegan...Where is Nagato?
If he was referring to Konan as Nagato, he would have used a comma.
Like this: Where is Rinnegan, Nagato?
Madara said "Nagato" because he didn't reveal that he was looking for the rinnegan, but he failed to do so, because he said "Where is Rinnegan?" And not "Where is Nagato?"
If he did, it might have went like this.
"Where is Nagato?"
"Why do you want to know that?"
"Oh, I just borrowed some of my bling to him, and I want it back now"
"Ah, right.. He buried right over here."