What is a female cheetah called?

There is no specific term.

Following the form of lion (lioness), tiger (tigress), and leopard (leopardess), it would seem there would be a recognized name such as cheetess, but none has ever stuck. The same applies to the female ocelot, and female domestic cats are seldom called anything but cats or she-cats.
There is no name for them, they are simply called "Female cheetah".