Lady should work for žena, it's used for respect in English and woman is more of a grammatical word, lady is more common.
In Czech "Lady" = "dáma" https://en-cs.dict.cc/?s=lady
And, also, in English "woman" can be definitely used when speaking about, well, women. Just as "man/men" is used when speaking about men. As in: "There were many women at the meeting." or " The boss is a woman." There is even a book titled "Little women" by Louisa May Alcott (1832–1888). An author who was a woman. https://en.wikipedia.org/wiki/Little_Women