Braveheart Sports is a company that has female martial arts trainers. They don't have a gym yet but they can come to your place and train you there or your building gym if it's allowed.
You can reach out to them through their instagram: braveheartsports.
I've been searching to no avail.. are there any female martial arts instructors in women-only fitness/gym facilities? I think a women's martial arts center would be a big hit if anyone is looking for a business idea ;)