There are tons of female film makers the problem is that most of the entertainment is male oriented and most "females" wants to be paid via production of somebody elses vision.
It is not her vision but somebody elses and most women in media are their to look pretty and be a standee for a stereotype rather then themselves. I think the last good media starring a woman ( where a high profile movie was made ), was
"Sarah Silverman Show"
However there are many factors that makes her show not hers. Like featuring writers, costume designers, art directors like ( like Rob Schrab of Scud Disposable Assassin fame ). The fact she is Jewish and have Jewish boyfriends in media. More importantly the amount of people she has the ability to work with her, who are related to her regular and irregular life.
is actually an comic ( graphic novel ) that talked about a Muslim girl growing up from her homeland and then into France. It got so much promotion and attention, while being marketed via 2001 Iraq/Afghanistan era. The animation was also beautiful as it was directed by the writer herself. I do not know if she illustrated the book but she has other books as well.
I could go on but there are more or less Female producers rather then writers, and directors. In most media actors, writers, etc get old and does not want to work so they produce ( fund ) other peoples projects or even take out licenses, and feature themselves.
Slumber Party Massacre - ( check actual producers )
Stranger things - Winona Ryder
Unseen - Stefaniya Makarova