Female Nazgûl???

[Inziladun]

I don't know if anyone brought this up already, but there is a quote from the Unfinished Tales section The Hunt For the Ring which states:

At length [Sauron] resolved that no others would serve him in this case but his mightiest servants, the Ringwraiths, who had no will but his own, each being utterly subservient to the ring that had enslaved him.

Definitive? Not really, but I do think that if one of the Nazgûl had been female, that would have been a notable enough occurrence to have stated someplace.

Anyway, Sauron himself would likely have been frightened of a Nazgûl-ess. Women are quite enigmatic and worrisome enough without being invisible!