Dovah refers to any kind of dragon, male or female. Jill is the term for female dragons.

(Source)

I agree with Paarthurnax, although the source given does not indicate which language uses "jill" as an archaic form for a female dragon. It could be old Dunmeri or Chimeri, possibly even Akaviri, to state just a few candidates I find just as likely as Dovahzul.

Considering that Dovahzul was made intentionally similar to English, I do not think there is any need for female forms of nouns to exist - this is a specialty in languages that still possess grammatical gender and is semantically redundant, as the same information can be relayed with other words or coumpounds.

For that matter, I don't recall a single dragon in TES not having a male voice or being referred to by anything but their name or male pronouns, so before we ask if there is a word for female dragons, we should figure out if female dragons exist at all (and if so, how do we tell the difference?).