I did a little digging and the answer is: no one is sure.  I will run down
the most likely candidates:

Paradis [Paradisi], Maria Teresa von (1759-1824)
 [Dave's guess] wrote 2 piano concertos, both are apparently "lost", so who
knows the dates...

Martinez, Marienne (1774-1812)
wrote 2 piano concertos but no dates are given; either would predate the
Clara Schumann necessarily.

Kauth, Maria Magdalena (late 18th cent)
Concerto for Piano & Orchestra (1792)
Never heard of her.  But this is the earliest one with a date I could
find...almost.  Well, the earliest "proper" piano concerto as we would call
it today.

The above were listed under "orchestral" (as opposed to "chamber").  I
found 2 others that are more like "chamber concertos" but back in the day
maybe 12 people could be an "orchestra"? I'll let y'all decide:

Cecile, Jeanne (18th cent)
 [Chamber] Concerto for piano, 2 vns, 2 ob, 2 hns, va & continuo (1783)

Anna Amalia, Dutchess of Saxe-Weimar (1739-1807)
Concerto for Harpsichord Obbligato & 12 instruments
no dates but could be early since she died before most of the rest of
them...does a harpsichord concerto count? Maybe not...

So I reckon that the earliest -verifiable- piano concerto by a woman
composer AFAIKT was the Cecile (chamber) piano concerto; if only full
orchestras count then go with the Kauth.

Hope this helps, Dave.

Bob K.