Hmmmm....MCU means no X-Men, not that the X-Men have been well done in the movies.
Black Widow has the most screen time, but has been criminally underdeveloped. Scarlet Witch sucks. I like Captain Marvel but she was criminally badly written in Endgame. Valkyrie is so brief. I REALLY like the actress who did Sharon Carter (the young one, not the 40s one), but she's so lightly used, it can't be her.
I don't really like Gamora...at all. She's uninteresting and seems to just be a love interest for Quill. Mantis has been fun, but let's face it, that's at least 70% because of Drax. I really have a soft sport for Nebula...but confession...it's because I ADORE the actress from her time on Dr. Who. It has little to do with Nebula herself.
I guess it doesn't HAVE to be a combatant. Pepper's not bad. Shuri had moments but is a bit too Mary Sue for my tastes. On the Netflix shows (which count) Jessica is played by a bad actress. I do like Hellcat from her show, but 'best female' seems a stretch.
MCU has really not been kind to the ladies.
Hmmmm...OH! I got it! Hela! You didn't say female HERO. Hela was freakin' AWESOME. Alongside Thanos she's just about the only MCU villain that I actually went "Holy crap, she's a badass, and a serious threat!"