I relate to your fears that it is delicate — I am also autistic and not the most socially confident or skilled — but I promise you that, as an ally, that there are times and places for you to do this. If you know the person is out as trans in the space that you’re currently in, you should correct misgendering. It can just be really calmly saying “he” or “they” in the middle of the conversation. Or asking a question after the person’s sentence is done. “I thought Sarah used she pronouns?”.
It can be a really mild correction and still make a world of difference to us. It is much less socially risky for the non-trans person to correct than for the trans person to do it, and usually goes pretty breezily.
That said, if the situation is more ambiguous than that — then you don’t have to say anything in the moment. Consider checking in with the trans person to find out if they are out in that space and if they’d want you to speak up. But I think, in general, people err on the side of not speaking up…even in cases where the trans person is out, clearly wants people to refer to them correctly, etc. And I do want allies to step up a bit in those circumstances. Thanks for your comment!