You were close in two directions with this one. Geographically, Texas A&M’s mascot Revelle is a female collie and is known as the first Lady of A&M. Then you were close by being in the same family as Ralphie the Buffalo who is currently female.
Some years ago I was in Toronto for a meeting and I went to a Jays game. I don’t recall if there was a male mascot, but there was Lady Jay, a female. She also sang the anthems and did a damn good job of singing them straight with no styling (I detest that). Then I got on a trolley to go back to my hotel (which was down the street from the Maple Leaf Gardens) and I saw Lady Jay get on the trolley. I went up to her to tell her how much I liked her singing and we had a bit of a conversation. She was interesting and intelligent and I enjoyed that.