
Hello! I also love manga with strong female lead (๑•ㅂ•)و✧ Badasses girls are the best. I've read My Cold Blooded King but because the romance is slow I put it on hold for now and have been waiting for the romance to finally bloom. I haven't read Song of the long march yet but I'm definitely interested.
I don't know if my taste of mature is the same as yours bcs I pretty much love comedy and romance more but my personal recommendation for historical/fantasy manga/manhua with strong female lead and more mature content are :
http://www.mangago.zone/read-manga/akatsuki_no_yona/ (it's my all time favorites, the girl is frustrating in early chapters but she becomes badasses not long after)
http://www.mangago.zone/read-manga/light_shadow/ (a story about fallen royal and fallen nobel who, are both badasses)
http://www.mangago.zone/read-manga/reimei_no_arcana/
If u r fine with isekai :
http://www.mangago.zone/read-manga/reminiscence_adonis/
http://www.mangago.zone/read-manga/koushaku_reijou_no_tashinami/
http://www.mangago.zone/read-manga/peerless_alchemist/
http://www.mangago.zone/read-manga/i_m_a_villainous_daughter_so_i_m_going_to_keep_the_last_boss/ (it's new, but I love it nontheless)
If u r fine with old manga :
http://www.mangago.zone/read-manga/anatolia_story/ (It's cliche and frustrating at times but overall it's good)
http://www.mangago.zone/read-manga/kanata_kara/ (It's my all time favorites, the girl is small and cute and strong in her own way)
http://www.mangago.zone/read-manga/basara/ (I feel like this is more shounen dan shoujo because the girl is too strong and the story is a bit confusing at times but love it nonetheless)
If u are interested in another genre of strong female lead, you can search some manga by the tag here :
http://www.mangago.zone/tag/strong+female+lead/
Hope you enjooy~

http://www.mangago.zone/read-manga/otoyomegatari/ This has everything you ask for. Strong female lead, historical setting, seinen genre so more mature than your average shounen/shoujo, definitely very complex overall a wonderful work.
Hi guys ! I'm looking for good romance mangas/manhwas, historical and/or fantasy, with strong female lead, more complex and mature than the usual sweet love triangle. Something like Song of the long march, or my cold blooded King which are amazing !
Thanks in advance :)