I think that a character designed by the player is too close to an OC. I wouldn't have any problems with canonically female-identified NPCs as subjects of stories; people have written about Yuffie Kurasagi and Tifa Lockhart from Final Fantasy VII, Yuna from Final Fantasy X, Penelo and Fran from Final Fantasy XII, Revan Solarus from Star Wars: Knights of the Old Republic, Carmen Sandiego from her franchise of the same name, Farah from Prince of Persia: The Two Thrones, and Tielle from Suikoden III. But I'm afraid that a character partially or wholly created by the player isn't really part of a fandom, per se.