So this is totally my niche! For actual Victorian-era settings—like, written during the period or meticulously historical—the classic is obviously Wilkie Collins's 'The Law and the Lady'. The protagonist is Valeria Woodville, who takes up her husband's disgraceful case after he's abandoned by his lawyers. It's not a detective in the professional sense, but she absolutely does the legwork. There's also 'Revelations of a Lady Detective' by William Stephens Hayward, which is a penny dreadful from 1864. The detective, Mrs. Paschal, is a for-hire professional, which feels wildly ahead of its time.
People often bring up Sherlock Holmes pastiches with Irene Adler, but those are modern. For that authentic gaslit, foggy-London feel with a woman actively solving crimes, those two are the bedrock. The Mrs. Paschal stories are a bit pulpy, but it's fascinating to see the prototype. I keep hoping someone will unearth more forgotten serials from the archives.