I haven’t seen anyone comment on this because it may not be very apparent but the pronoun used for Dorothy, in any of their forms, is never an accident. It depends solely on what the hero speaking sees the particular Dorothy as.
For example, Alice refers to Scarecrow Dorothy as “he”, Miss Muffet refers to Scarecrow Dorothy as “Scare-Dorothy” and similarly refers to them with the pronoun “he”. David refers to Scarecrow Dorothy as “The Scarecrow” and “she”.
It’s not meant to be social or political, just realistic on how the different heroes view the many people inside Dorothy. I personally call Scarecrow, Tin Man, and Lion “he” because they’re boys, even if they’re in a female bod and Dorothy herself I call “she” cuz she’s a girl an’ such:)