At one point I considered making my composite protagonist female; the idea appealed for a number of reasons, but I had to reject it. It turned out that the stories with female protagonists had something else in common: The main character was NEVER a wanderer, she was always inside of some kind of extended support system. The more I thought about that, the clearer it became that the unobtrusively solitary FEMALE wanderer didn't work. The threat of rape materialized out of the shadows immediately, and would NOT go away. A female wanderer has an extra set of vulnerabilities and an extra set of predators, and I couldn't just ignore them and go blithely on, and that was not a story I wanted to tell.
I considered the possibility of using a female protagonist who masqueraded as male, which would have given me an option to avoid the rape theme, but would still have forced the stories down paths I didn't want to take; anonymous and incognito are NOT the same thing. So I gave up the female solution to my compilation, but found I could not stop thinking about the idea of the female wanderer, and soon came face to face with Red Sonja.
Now, I know that Red Sonja evolved more or less accidentally out of Roy Thomas's Conan stories as a sort of personification of fanservice, even though (I don't think) the word "fanservice" hadn't been coined yet. The character didn't start out with the chainmail bikini, and the chastity vow was initially an unexplained toss off meant to keep Conan out of the character's pants. The super powers (strength and dexterity) and the story behind the vow didn't come up until Sonja got her own book a few months later. So... Solitary female wanderer, with an in-your-face costume and attitude. Yes, the costume was silly, and the character obviously existed for the fanservice aspect, and the vow was kind of obnoxious, but the character actually worked anyway. Writers with actual talent and integrity kept getting drawn back to the character, and many of the stories were actually pretty good.
And that was my epiphany. If a solitary female wanderer invariably invokes the specter of rape, why not turn the idea on its head? Sonja doesn't sneak; she flaunts her sexuality constantly. But she also makes sure everyone knows who she is, and works hard at having an extremely deadly reputation. Even the goofy vow actually stabilizes the situation, because, instead of being a woman whose company is only available by theft, she freely admits that she is available to ANYONE... if they can pass the test.
I very much doubt that Roy Thomas went through all of this when he created the character. He may have; he is an eloquent and creative fellow, and this progression of thought is not complex. But neither is it obvious, and Thomas has made no mention of it when writing about the character's origins. But the fact remains: Sonja is pretty much perfectly designed to survive as a solitary female wanderer, and she has done so.