Has there been a female knight?
Yes. Joan of Arc
Joan of Arc, also known as Jeanne d’Arc, was one of the best documented female knights in history, and fought during the Hundred Years War between France and England. When she was just a girl she said she had visions from God that told her to retake French holy places including Rheims cathedral. She made several well-documented open-field battles, wore armor like a knight at war, and led soldiers into battle against an English army before being captured by them near Compiègne on May 23rd 1430. On July 14th less than 5 months after her capture she was burned at the stake for heresy alongside an additional 60 people accused of consorting with devils.