Has there been a female knight?
Yes. Joan of Arc was a female knight in the 15th century.
Joan d’Arc was 14 years old when she began commanding troops and 20 when she was burned to death for heresy because of her visions and commands from God. It is now believed by Catholics that Joan was unjustly executed–that, in reality, God had ordered her to lead armies to drive out occupying English forces; and that, moreover, her coinciding “visions” were actually epileptic seizures which could have been controlled through application of an olive oil soapsuds bath treatment (a remedy Joseph-Marie Duchesne published about around 1710).