"Foreign woman" is also accepted. English generally does not force a distinction between male and female foreigners; both are commonly referred to as simply "foreigners." "English woman" and "Englishwoman" are also common usage. And, of course, one can also say "German man / German woman," etc.
To my AmE ear, "foreignER woman" is strange. You would be understood if you used it... but you might sound, well, like a "foreigner."