Even without mods, while the protagonist is male, in almost all Legend of Zelda games, Zelda is a badass. In Wind Waker she's the leader of a gang of good-natured pirates that are all twice her size. The pirates all respect the shit out of her because she's such a badass, and that's why they follow her. IIRC, you and Zelda fight the last boss together.

In BotW, unfortunately you don't get to see her being a badass directly. It's only implied. But she's fighting the main villain for 100 years, protecting her kingdom from evil and buying you time to recover from your last fight with him.

In Ocarina of Time, Zelda is a badass ninja warrior that saves Link multiple times.

I like how Zelda games usually start out with the plot of, "I need to protect the princess" and in almost every one, you learn that she's a badass that doesn't need protecting.

Zelda usually doesn't get much screentime, so I'm not sure these are the best games for your purposes - without mods anyway. But Zelda is very rarely actually the damsel in distress that female video game critics often claim her to be. Maybe in a couple of games that came out in the 80s or early 90s, but she hasn't been that way in a long time.