I think that what you are doing is unhealthy, assuming you're a man. What you're describing is a similar phenomenon that happens with porn addicts, talking from experience here.
When addicted to porn, one tends to watch increasingly more deranged genres because the dopamine provided by the previous "softer" genres one used to watch is now insufficient to satiate the craving. However, after reaching this point, what will happen is that, as soon as orgasm is reached, guilt and shame will follow. This is similar to what you are describing here.
A fetish, at least in my opinion, should not make you feel negatively afterwards. But in your case it seems that you may think you like putting on female clothes, or you think you may like extreme femdom, but once the dopamine is gone and you're back to baseline, you feel ashamed and guilty, and the interest is totally lost.
I cannot assume anything about you, and I don't know if you watched porn or not, but I am almost certain that that is what has happened, and now you're stuck with what you think is a "fetish", but it's actually a very damaging sexual practice. You only like these things when the dopamine has not been supplied, when there is a craving, but once you're back from there, it dawns on you that you may not like this.
I suggest you look into it deeper, I have very little information to give you more advice. Find out if what I said is true, figure out whether these practices have stemmed from a genuine sexual need or pleasure, or if they are a corruption. The craving to do these things is also, most likely, artificial, and not genuine. Just meditate on yourself, and, if you can, whenever you crave these things, take a moment to ask yourself what is about these things that you enjoy and if they really bring you satisfaction, why would they make you feel guilty afterwards. It can help with figuring out what is happening.
Two good books to read on this are "Your Brain On Porn" (more clinical, centered around neurological changes in porn addicts) and EasyPeasy (book to quit porn easily).
This answer assumes a lot of things, so I apologize if I miss the mark. Have a nice day.