I didn't, so I went to work. Here are the results:
This is the most comprehensive list I could find of Native filmmakers. In 5-10 minutes of searching, that is:
National Museum of the American Indian
Film & Media Catalog: People
You probably know some of these people. For the others, you'd have to check the female names via IMDB and Google. To see whether they're directors, producers, writers, actors, or some combination thereof.
Powerful and Resonant: Native & First Nations Women’s Filmic Presence
lists a few of the big names:
Through Indian Eyes: Native American Cinema
Native American & Indigenous Film
First Nations & Native American Celebs
list a lot of performers but also some directors, producers, and so forth. You can search them for the words "director," "producer," and so forth. And add them to your list.
I think these combined will give you most of the Native women working in film these days. There may be a few hundred of them, if not more.
Below: Tantoo Cardinal in Shelley Niro's Honey Moccasin.