The first superheroine called Yankee Girl was Kitty Kelly, debuting in Punch Comics #1 (cover-dated December 1941).
ðə fˈɜːst sˌuːpɚhˈɛɹoʊˌɪn kˈɔːld jˈæŋkiː ɡˈɜːl wʌz kˈɪɾi kˈɛli, deɪbjˈuːɪŋ ɪn pˈʌntʃ kˈɑːmɪks hˈæʃ wˈʌn kˈʌvɚdˈeɪɾᵻd dᵻsˈɛmbɚ nˈaɪntiːnhˈʌndɹɪd fˈoːɹɾi wˈʌn.