Are we really 'all but sure J. Edgar Hoover was gay?'

In this column the Great and Powerful Cecil states with only the minimum of equivocation that

While I have long treasured the irony, true or not, and have a photo of The Hoov, dressed in a gingham frock, being escorted down the Atlantic City Boardwalk by his paramour, Clyde Tolson and though this photo doesn’t hardly look phony at all AND was published in that most-respected of supermarket tabloids, The Sun, do we have any evidence besides longtime suspicions and a deep desire for it to be true to support that statement?

Interestingly, Cecil himself doesn’t seem quite so certain about it in his own column on the subject.

Actually, if you reread that column on J. Edgar Hoover, Cecil said that it’s unlikely Hoover was a cross-dresser but that Hoover probably was gay.