This site states
Finley means: "white warrior" from Gaelic fionn "white, fair" and laogh "warrior".
I see nothing in the etymology of the name to suggest that it should be used on males only. For a start, what is masculine about "white, fair"? Nothing in particular. As for the "warrior" part, males don't have the monopoly on that description either. For example
Boudicca and
Joan of Ark. In ancient times women did have equal status in the celtic cultures, and yes some would have been warriors!
Personally I don't see anything 'wrong' with giving a girl a name that means "white/fair warrior".
"I love God far too much to be religious" ~ Jean-Claude Koven