I generally don’t think there are many funny female comedians. Phyllis Diller was one of the exceptions. I especially liked her when paired with Bob Hope. I also liked screwball 60’s comedies. One that comes to mind was a 1966 film I saw at a drive-in theater. Aw, the good old days. “Boy Did I Get the Wrong Number”. https://www.youtube.com/watch?v=-ggK-bqmrF4
Joan Rivers and Carol Burnett were great, and Roseanne was, too, when she did standup. I'll never forget her first national appearance on Johnny Carson—hilarious!
Gilda Radner—classic. Whoopi Goldberg and Tina Fey used to be really funny; no more.
Annie Potts was funny on Designing Women and now she is hilarious on Young Sheldon. Catherine O'Hara has always been a great sketch comedian and has been amazing in Schitt's Creek. Kate McKinnon is a lefty dingaling, but her comedy skills are top notch. Lily Tomlin's characters and stage shows were side-splitting back in the day; she seems to have retired.