Can you say a bit more about what "like Red Sonja" means? I haven't read any of the books you mention, but I read quite a lot of fantasy, so I might have suggestions.
I don't even know if "like Red Sonja" means that what you are looking for is restricted to fantasy -- if science fiction is also interesting, I might have even more suggestions.
(I think I've read one comic with her, but mostly remember the chainmail (or was it fur?) bikini, and I assume that's not an important part of what you're looking for
)