[Kalimac]

To be really technical, "Kings of Men" could include a female. Ferdinand and Isabella of Spain were referred to as the "Catholic Kings" both in English and Spanish, although Isabella was indubitably a Queen. Nowadays we'd probably try to think up some neutral term like "Rulers of Men" (or People) which doesn't quite have the same flavour to it.

But no, there's no evidence at all that one of the Nine was female, and considering the world of ME I'd be astonished if the idea ever occurred to Tolkien. There were Queens in ME, but comparatively few ruling in their own right (the only name I can think of is Tar-Ancalime, who was no picnic herself) - it's hard to imagine that if one of them had gone over to the wraith side that it wouldn't have been mentioned somewhere in the appendices. And, for what it's worth, Elrond mentions that the Nine Walkers shall oppose the Nine Riders. The nine walkers all being male, there's no reason that the nine riders shouldn't all be as well.