First female TV directors....in the 1940s. Yes.
Two of the earliest female TV directors: Beulah Zachary and Fran Harris
Both worked for WBKB in Chicago. Both have an incomplete filmography on IMDb. Most of WBKB's live "one-off" drama output of the 1940s isn't listed on IMDb.
Critical response varied. Billboard magazine panned "Bright Star Shining", but gave a rather positive review of "Perfect Ending", both directed by Fran Harris.
When it comes to Beulah Zachary's output, Billboard gave a mixed review of "Sham" (panning the cast but praising the direction) and gave a mixed review of "The Dark Cellar" (panning the direction but praising the cast).
Here's a 1948 review of Zachary's "Ladies in Retirement", panning the cast but praising the direction (and also on the page is an interesting article about FM radio in Detroit...in 1948, FM radio was just as much in its infancy as TV was):
http://books.google.com.au/books?id=tkUEAAAAMBAJ&pg=PT10&dq=%2 2beulah+zachary%22+wbkb+ladies+retirement&hl=en&sa=X&ei=Iv w1VI-wGtCm8AXrzoLoCQ&ved=0CCwQ6AEwAA#v=onepage&q=%22beulah%20z achary%22%20wbkb%20ladies%20retirement&f=false
Beulah Zachary also directed actual theatre, and was later producer of "Kukla, Fran and Ollie"
The Johnny O'Keefe Show doll...wind it up and it makes a comeback