There aren't that many horror movies with female killers that I can think of right now. Let alone ones with them wearing masks. Someone should come up with a good one. I vaguely remember having a few ideas myself. I probably wrote them down somewhere.
People don't like to think of women as evil. Even though they can be just as evil as men. If not worse. Especially since men aren't supposed to hit or even lightly threaten to harm a woman. Or other women aren't supposed to fight each other.
Right now only these movies come to mind -
High Tension
The Ward
Audition
But they don't really wear masks in the true sense like a Jason. Their character is the mask.
But I get that you are looking for this without the cosplay element -
