I never imagined any of Thorin's companions on his quest to have been female; the closest I came to that was to develop a backstory for Thorin's sister.
Dís daughter of Thráin
Dís is the only daughter of Thráin II. She is the sister of the late Thorin Oakenshield and mother to the brothers Fili and Kili who perished defending their uncle in the Battle of Five Armies. Lady Dís joined the rest of her folk in returning to Lonely Mountain after it was reclaimed from the dragon Smaug. However, after a period of mourning for her sons and brother Thorin, she found that she could not remain there; the memories associated with Erebor were far too painful for her. Dís was only ten years old when Smaug claimed the Mountain. Many of her friends and their families were killed by the dragon and devoured. Her younger brother Frerin was slain years later by Orcs in the Battle of Azanulbizar. Most of her happy memories were of the Blue Mountains, where she grew to womanhood in the Halls of Thorin, met her husband-to-be, wed and bore two strong sons.
In T.A. 2944 Dís returned to the Blue Mountains and became the Lady of the Halls of Thorin. She acts as the Mistress of the Halls, ensuring that they are well maintained and that chambers are kept ready for envoys from Erebor, the Iron Hills and the other Dwarf-kingdoms and for special guests. She is educated and wise, and can also be stubborn and opinionated. She is also far too old to be bothered with customs she considers to be outdated nonsense. While Lady Dís carries an air of grace and dignity, she also defies the dwarven convention of 'dressing down' in the manner of a male for outsiders and when in public. Dís is typically garbed in hooded, white dwarven mourning robes, elegant and tasteful. While many conservative Dwarves are scandalized by this, she has accumulated a following among the younger set, especially with Dwarf-women who are themselves widowed or have determined never to marry.
Attribute Level: 8
Specialities: Rhymes of Lore, Leechcraft, Trading
Distinctive Features: Bold, Lordly, Robust
Relevant Skills: Courtesy ♦♦♦♦, Insight ♦♦♦♦♦, Lore ♦♦♦♦
I do imagine that if one or more of Thorin's companions were a Dwarf-lady, the other Dwarves at least would have been aware of it.