Does Anyone Know Any Sad Songs By Female Artists? (No Rock Songs)?

It doesn't quite fit in with the songs you've listed, but Joanna Newsom's "Sawdust and Diamonds" and "Clam, Crab, le, Cowrie" are two songs that scream raw emotion. I don't know if I could call them "sad", but they are certainly worth listening to if you're into something melancholy and thoughtful.