The most common and most likely answer to this crossword clue is the 8 letter word HEROINES
I've seen this crossword clue in The Sunday Telegraph
H
E
R
O
I
N
E
S
More clues leading to the result HEROINES
Buddy explains!

The straight part
We know that "females taking leading roles" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case females taking leading roles = heroines.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does HEROINES mean?
HEROINES noun- A female hero.
- A female lead character.