Here's some:
Teppuu
Not really your average female lead, shes extremely depraved in her thinking and actions but I haven't seen any characters like her, very unique.
https://mangadex.org/title/499/teppu/
Claymore
The lead is Claire, a stoic woman who's apart of an organization that kills monsters, shes also on a quest for personal vengeance.
https://mangadex.org/title/303/claymore/
RWBY
There's a lot of strong female leads in this one, story is focused on a place called Beacon where students are trained to fight against monsters.
https://mangadex.org/title/16784/rwby
https://mangadex.org/title/32710/rwby-the-official-manga
(There are two different manga's of RWBY, both done by different authors. They both have the same story but the second one seems to be the one that's going to be the ''main one'' as the first one is already finished. No one has uploaded any chapters of the second one so you'll have to wait and read the first one for now I guess.)
Murcielago
The female lead in this manga is a mass murderer that has been hired by the Japanese Police Force to kill other mass murderers.
https://mangadex.org/title/10880/murci-lago
(I wouldn't say she's a courageous female lead but she's strong and independent. Also fair warning this manga has gore and other adult themes.)
Song of the Lost March
Story is about a princess who is forced to leave her castle after her family is killed, then fakes being a boy and becomes a military strategist and hopes to get revenge on the people who killed her family.
(This one is seriously amazing in every aspect, especially the art it's absolutely divine.)
https://mangadex.org/title/9765/song-of-the-long-march
( This one isn't a manga, it's a manhua but it's an amazing read. Unfortunately it's stuck on a indefinite hiatus)
Arte
Set in the Renaissance era, the female lead in this one wishes to become a artist however she is a girl who's born into a noble family and in those days, being an artist was a male profession.
https://mangadex.org/title/17189/arte
Aoi Horus no Hitomi: Dansou no Joou no Monogatari
This one is focused on based on Cleopatra, the Egyptian Pharaoh and her rise to power. Haven't read this one much but it seems interesting and has a strong female lead.
https://mangadex.org/title/20430/aoi-horus-no-hitomi-dansou-no-joou-no-monogatari
Hibiki: Shousetsuka ni Naru Houhou
Story is centered around Hibiki, a very odd schoolgirl who has a talent for literature.
https://mangadex.org/title/21108/hibiki-shousetsuka-ni-naru-houhou