The Transitional Federal Government was formed in exile as a part of a reconciliation preocess that not all fighting factions wanted part of.

Wikipedia states:

The Transitional Federal Government (TFG) was formed in October–November 2004 in Nairobi, Kenya with the adoption of the following Transitional Federal Institutions (TFI), all accomplished by the end of the sessions:

• Selection of 275 Transitional Federal Parliament (TFP) members
  
• Approval of the Transitional Federal Charter (TFC)
  
• Election of Abdullahi Yusuf Ahmed as President by the Parliament (October 10) as head of the Transitional Federal Government (TFG) and appointment of the Council of Ministers, including Prime Minister Ali Mohammed Ghedi (November 4).[19]

Wiki article

Being backed by traditional enemy Ethiopia was not unanimously supported either.

Following the success of the Supreme Islamic Courts Council in taking Mogadishu, and the alleged entry of Ethiopian troops into Somalia, members of the transitional government started to resign.

Wiki article

Of course you can view a selected parliament in exile as legitimate. It certainly had support of some foreign nations. But then I have to ask what your grounds for legitimacy is?

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