I haven't watched Chappelle's comedy special The Closer, so I don't have an opinion about whether his jokes are funny. Nor do I have an opinion about whether Chappelle should be "canceled." It so happens I've never watched him, so I cannot withdraw my energy from him, never having paid him attention to begin with.
However, one thing I do know: “I’m on team TERF” means he believes that trans women aren't women. If he also said “I’m not saying trans women aren’t women," those two statements are contradictory, and something is not right. I expect he was saying that trans women aren't women—otherwise, why did he bother to say he wasn't saying it, hmm?