There is no direct textual support for the idea of a female souvereign of unicorns!
There is however is a legend of The Unicorn and the Virgin. Many Christians, especially Catholics, take this virgin to symbolize the Virgin Mary.
The idea of a princess or queen of the unicorn could possibly taken from the Hebrew meaning of the name of Mary. This Wikipedia link states that "the Hebrew name of Mary, Miryãm, (in Latin Domina) means lady or sovereign."
In the Litany of Loretto in honour of the Virgin Mary there are twelve invocations of Mary under the title queen:
Queen of Angels, pray for us.
Queen of Patriarchs, pray for us.
Queen of Prophets, pray for us.
Queen of Apostles, pray for us.
Queen of Martyrs, pray for us.
Queen of Confessors, pray for us.
Queen of Virgins, pray for us.
Queen of all Saints, pray for us.
Queen conceived without original sin, pray for us.
Queen assumed into heaven, pray for us.
Queen of the most holy Rosary, pray for us.
Queen of Peace, pray for us.
Thus, I conclude that the only princess or queen of the unicorn could possibly be symbolized in person of the Virgin Mary.