I recall there may be some female voices in some of Lionel's older Station Sounds add-on cars.
These were for the announcements saying things like "the first seating is now happening in the dining car" (paraphrasing, I forget the exact announcement text).
The ones I am remembering were probably from at least 10-15 years ago. I can not say for sure which one I am remembering, but it may have been the Empire State Express set from the Century Club 2 offering (approximately 2005 or maybe 2006 vintage for the cars).
I know you were really asking for engines, but thought this might be similar enough you'd be interested.
-Dave