Girls!
The
Daughters of Empire and
European Ladies set (both found by Liz) here:
http://www.wargamesfoundry.com/collections/DA/1/index.asp certainly could fit an adventuring female. Some of them are even packing iron!
Additionally, from the same company, it's possible one might find something of use here:
http://www.wargamesfoundry.com/collections/SV/index.asp with Foundry's collection of even more "modern" miniatures. The problem here would be inapropriate fashion and weaponry (from at leat 100 years later...), but if you *really* don't want to have her wearing a dress and can't gussy up a "male" mini to be a little more effeminate, it might be the next best thing.
Foundry has probably hundreds of potentially useful minis, and an "Annie Oakley" type could be hiding in one of the ranges that we'd never see because the site's search function is so bad. Nonetheless, other places to look might include the Iron Kingdoms/Warmachine line of miniatures, found here:
http://privateerpress.com/ironkingdoms/default.php?x=miniatures
The Monster Hunter, Ordic Adventurer, Ordic Pistoleer, and Llaelese Gun Mage found above could probably work in the current game, with the last two being
definitely female.
There's about a half dozen apropriate miniatures at the bottom of this page:
http://www.shadowforge.com.au/fantasyhistorical/index.html
Some of the sculpts look less than ideal, but they might be closer to what you're thinking, anyway.
There are some old Deadlands miniatures here, but since there are apparently no pictures available anywhere on the internet, I can't vouch for their quality (or lack thereof).
http://www.nobleknight.com/ViewProducts.asp_Q_ProductLineID_E_-242847631_A_ManufacturerID_E_35_A_CategoryID_E_5_A_GenreID_E_
Lastly, you might try posting to ENworld's own miniatures forum - they're a boundless font of information, and they might know better than I were you could find a cowgirl to fit your particular idiom.