It’s a tiny bit weird. Having said that, I have a female friend, and we call each other buddy all the time. She’s more than a friend but not a girlfriend.
The word “buddy” is weird in all contexts. Applied to women is just a case in point.
I call my female friends “girl-conspicuous-space-friends” or “girlfriends without benefits”. 
She’s not your guy, friend. :dubious:
She’s not your friend, buddy. :eek:
A little weird, but only a little.
I have a co-worker who refers to a male friend of hers as her “buddy,” and for the life of me, this is always the impression it leaves me with, like she’s just abbreviating.
Buddy? Why not?
I’ve heard (on more than one occasion) a teenage girl referring to another teenage girl as “Dude!”
Not weird in that context. The implication she perceived was that you were trying to hide the gender of your buddy. It’s also not weird as direct address, as a clear way to indicate you aren’t romantically/sexually interested in the person, like calling her “one of the guys” or “dude.”