Grogmar Ghrobash
'Tis better to be alone, then of bad company.
Not only is her gender noteworthy, but her race is additionally. She's an example of a double-oddity in the Skyrim presentation of the Legion. Her background also strikes me as telling. After she mentions growing up in an Orc stronghold, she continues with "That's right. An Orc stronghold. Kept to ourselves. Lived as our ancestors would have wanted. Wasn't enough for me, though. I left. Didn't want to end up as the third wife of some lowly chieftain."
She suggests that her gender in such a setting put her at a disadvantage, at the very least a perceived one. And struck out on her own. She will go on to say in conversation that she sought to join the Legion. I don't think she says anything more especially detailed about that, but I think it helps bolster the idea that it was certainly an option for women. How she was treated in the army is a separate question. But she stands as additional anecdotal evidence, along with the other three we know about. In the meantime, I'll keep reviewing the lore for more examples.
Orc women are actually the most equally treated people to men you'll probably ever see in any society in the ES. Look under Society in Lore:Orc - UESPWiki for a more thorough explanation. I'm actually sick and don't want to type a whole lot.