This topic actually comes up quite often, so searching r/books for "strong female" turns up several threads that might be worth checking out. Similar searches in r/fantasy or r/scifi may turn up more. (For instance, this guy had a series of blog posts on the topic.)

Here are a few I'd recommend:

• Ash: A Secret History, by Mary Gentle. An odd mix of fantasy, Sci-fi and alt-hist, set in 15th century Burgundy and focusing on Ash - a female mercenary captain who hears voices, Joan of Arc style. It's an excellent book, though can be a bit grim - Gentle does not hold back on the realities of life in this period.

• Paladin of Souls, by Lois McMaster Bujold. Loose sequel to Curse of Chalion, which has a male protagonist but also some decent female roles, but this one focuses on a middle-aged female protagonist who considers herself to have made a failure of her life, and looks for change. Her science fiction (The Vorkosigan series) also has good female roles, though the central protagonist for most books is male (though Shards of Honor and Barrayar focus on his mother).

• The Steerswoman series by Rosemary Kirstein. I've recommended this before here, but not many seem to have read it. It's science fiction, but appears, initially, to be fantasy - it's set in a fairly low tech world with wizards, goblins and dragons. What I like about it is that it often focuses on the process of science, and on the value of finding things out. The two main protagonists are both female, and are definitely both capable of "winning the day" on their own.