The Faerie Queens certainly tend to be ambiguous, but I was more running along the lines of interesting ways of thinking about 'monstrous', so this list & the one below may not be what you are looking for.

The folklore figures -- especially the crones: Baba Yaga, many of the 'witches' don't get a sexual aspect to their stories at all, so it's hard to say. That right there is a thing: the powerful women in myth/folklore who aren't fertility-related don't get to have sex lives. But that's not the question you asked here.

Sorry!