Agent Carter
As the co-founder of S.H.I.E.L.D., Peggy Carter is one of the mothers of the MCU, so any all-female movie would have to feature her. Plus, as the very first Marvel lady to lead her own TV series, she deserves a key role in bringing the MCU’s leading ladies together.
The problem is that Peggy Carter’s adventures are from a completely different time period from the rest of MCU. They couldn’t even CGI an elderly woman’s face onto Hayley Atwell like in Captain America: The Winter Soldier again as she died back in Captain America: Civil War. I guess we could settle for her niece, Sharon Carter AKA Agent 13, but she’s no replacement for Peggy herself. Sharon’s cool in the comics, but she hasn’t made much of an impression on screen as yet.
So, how about a flashback sequence, a la Atwell’s role in Ant-Man? Maybe it could be revealed that, along with setting up S.H.I.E.L.D., Peggy founded a covert team of highly-capable women? It would be fun to have the mostly boys club that is the Avengers having been beaten to the punch by their female counterparts.