WORK IN PROGRESS
Music is very gendered. Outside of a handful of genres, like pop, folk, and neo-soul, music is male-dominated. Men are the majority of instrumentalists, composers, arrangers, and even vocalists. Women who enter male-dominated genres often face hostility, in addition to the already-difficult path of being a professional musician. As such, many people (not just feminists!) want to support women in music by listening to their music. For small acts, having dedicated fans can make a big difference in whether they keep going or not, so "voting with your wallet" can actually matter here.
If you go on music websites and ask for recommendations for female artists, you'll often get someone asking why, and shouldn't we just treat women as "just musicians?" (Answer - the music business does not treat women as "just musicians", and there is nothing wrong in wanting to counter that bias by purposefully seeking out women.) That's not what I'm talking about here. I'm talking about a curious phenomenon I've noticed, where people ask for "women in [genre]" and are mostly recommended female singers, or female singers in bands.
You may wonder why this matters. Vocalists are musicians, aren't they? It is true that singers are musicians, and I don't want to deny their musicianship. There's a tendency among instrumentalists to treat singers as unserious, uncommitted, and "not really musicians." This is especially hurtful in genres where there are few women. Because singing is free, and because women's voices sound different from men, having "female vocals" can be a draw for women entering a male-dominated genre. There are often structural factors (as well as good old fashioned sexism) that prevent women from entering music as instrumenalists. So most women in salsa, for example, are singers. To consider them "not real musicians" because they are singers only compounds the sexism they already face as women in salsa. Similarly, for many black women, the voice was their main instrument, so black women musicians in the 20th century were much more likely to be singers than instrumentalists. We need to be careful in this discussion to not treat singing as an "inferior" form of musicianship, both because it is unfair to the art of singing itself and because it denigrates the many women vocalists.
That being said, we also need to support women instrumentalists. Because voice is considered 'feminine', women who want to play instruments are already impeding on a masculine territory. And depending on the instrument they want to play, like electric guitar or drums, they may enter into an area that's overwhelmingly male, full of macho chest-beating antics. They are likelier to be discouraged by friends and family, and likelier to be treated with suspicion by the community. In some musical traditions, they may even be forbidden from playing certain instruments - in Afro-Cuban music, women were not considered to have enough stamina to play the drums, which were connected with the Santeria religion. In certain Native American tribes, it was simply forbidden for women to play the drums. Women who want to play the drums in classical Indian music are also traditionally a rarity. Women who want to play the drums, whether in metal, Afro-Cuban music, or Native American music, face uphill battles as many men want to stake these out as masculine areas, and will use all manner of excuse ("women will lower our standards. women do not have the correct spiritual attitude. women will compromise either their womanhood or our manhood if we let them play.") to stop them. Women who want to enter into these traditionally masculine instruments therefore need additional support, as there are fewer of them and they face greater obstacles than female vocalists do.
It is thus frustrating to look up things like "all-female prog bands", only to be given recommendations for bands where there is only one female singer, or a female singer and a female bassist. To be fair, the original poster did water down their own request by saying bands "with a female leader are welcomed too," because now the actual question in the title is ignored. There are two bands suggested that actually are all-female (or were at some point) - Ars Nova and Angel'in Heavy Syrup, which is now defunct. Tricot is recommended, and although they are a wonderful band, they are definitely not prog rock (they also have a male drummer, but since the band is 3 women and one man, it may matter less to you. All members are equally involved in writing the music, it seems). One user suggests a band that is "half women", but only because it is a duo. One suggestion that gets close is Mellow Candle, which is mostly female, but also defunct.
It is possible that there are simply not enough all-women or even mostly-women prog rock bands to recommend. But if that is the case, perhaps one simply should not recommend any band, because one cannot actually answer the question. A band with one token female singer is not at all the same as a band that is mostly women, and lumping these together ("all-female bands", "bands that are mostly women", "bands with two women but mostly men", "bands with a female singer") suggests that all are somehow the same and equally supportive of women in music. All or mostly female bands are particularly interesting because they are a true triumph against the odds - multiple women in music, playing different instruments, working and staying together (bands are prone to falling apart) and writing their own music. A female vocalist will likely not write the music (it is very rare for someone who cannot play any instruments to be able to write both a melody and a chord progression, and the ones I've known who've done this only do it for a few songs because the process is so laborious). She may be treated as the centerpiece of the band, but not participate in writing the music, or may even be treated poorly by the band (see Nightwish with Tarja and Annette). Female vocalists are, once again, genuine musicians, but treating a band with a female singer as an acceptable answer to "any all-female prof bands?" shows a disregard for the importance of women who are instrumentalists, and the posts that recommend female frontwomen distract from the few posts that do actually have mostly women.
So - if you want to ask for all-female or mostly-female bands, don't be afraid to do so! Don't incldue the option of "female-led", as people will respond with female singers (note that a band can be led by a woman, even if she's the sole female member, if she is also the driving creative force and composer. One example is Arkona, which is mostly men, but where the lead singer Masha is the sole songwriter of most of the songs). Female vocalists are often treated as an acceptable compromise for women in music - google "women in metal" and you will mostly get female vocalists, not guitarists or drummers. Moreover, a single woman in an all-male band is treated as a token that proves that women are being "accepted". If you want to see more all-female bands (and I do), then demand all-female bands and don't settle for a single female singer.