I haven't seen it, but The Errand of Angels that played at the LDS Film Festival is about sister missionaries. And there was the film about Emma Smith that also played there. Again, can't vouch for either since I didn't see them.
The Work and the Glory films I thought had some strong female roles. Melissa Steed was especially strong in the first film and the Matriarch of the family Mrs. Steed was a strong character I thought as well. Lydia was a typical love interest, but at least she was shown as intelligent and educated.
Upon the stage of a theater can be represented in character, evil and its consequences, good and its happy results and rewards; the weakness and the follies of man, the magnamity of virtue and the greatness of truth. The stage can be made to aid the pulpit in impressing upon the minds of a community an enlightened sense of a virtuous life, also a proper horror of the enormity of sin and a just dread of its consequences. The path of sin with its thorns and pitfalls, its gins and snares can be revealed, and how to sun it (Discourses of Brigham Young, p.243; Bookcraft, 199