Although it is not common, it is sometimes done. Saint John Mary Vianney is an example.
There is no male or female saint by the name of Shelly.
I can find no saint by that name.
Saint Joseph is male - he has no 'feminine name'. However, the female version of the name Joseph would be Josephina or Josefina.
Lucia is a female name in Italian. It is a common name for girls and is associated with the Christian saint St. Lucia.
The female Christian saint martyred at Chalcedon is Saint Euphemia. She is venerated as a martyr and saint in the Eastern Orthodox, Roman Catholic, and Oriental Orthodox Churches.
There is a "Saint Celestine" but he was a man. Pope Saint Celestine V was canonized May 5, 1313. There is also Pope Saint Celestine I (also a man we would hope). He lived in the 5th century A.D.
Mount St. Helens is a volcano named after a female saint, Saint Helen.
Santo, a (without the name) San (Martín), Santa (Cecilia)
The female patron saint of writing is Saint Lucy.
Female name
April 29 is the feast day of Saint Catherine of Siena, a patron saint of Italy.
Bernadette Soubirous