IMDb says that Alicia Vela-Bailey will play a lycan in Blood Wars. That might be the first female lycan in the films. There was one lycan in the background of the first film that I thought might be female, but I couldn’t really tell. (Somebody sitting around as Raze carried in the dead lycan... I could get a screenshot if anybody wants to see.)
She’ll probably be just another miscellaneous antagonist, or a nameless background character, but who knows.
Actually, IMDb lists a couple other female lycans too: Eva Larvoire and Marielle Tepper.