As a rule of thumb, obligatory Zakat can only be given to Muslims who are genuinely poor. If you are a Sunni Muslim, the Shia female will not be classed as a Muslim, so you can't give her Zakat.
However, there is nothing stopping you from giving her "normal" money or food. Also, if you have interest accrued in your bank account, then you can give her this as interest can be given to anyone regardless of their religion.
If I was in your position, I would be torn. I am not a fan of Shia at all. Look at what they are doing to innocent civilian Sunni Muslims in Syria. But it's your call at the end of the day and if she is genuinely destitute, I don't think there would be anything wrong aiding her as long as it is not obligatory Zakat.