Firstly, Anne Bonny. Anne was a pirate who operated in the Caribbean. She had red hair and apparently a fiery temper (unsurprisingly perhaps).
Next up, Jacquotte Delahaye. She was a French pirate and also operated in the Caribbean. According to Wikipedia she was the subject of many legendary stories.
"To escape her pursuers, she faked her own death and took on a male alias, living as a man for many years. Upon her return, she became known as "back from the dead red" because of her striking red hair."And finally, Grace O'Malley. She was an Irish chieftain and Queen of Umaill. She had long red hair and Wikipedia mentions this story about her.
"According to Irish legend, as a young girl O'Malley wished to go on a trading expedition to Spain with her father. Upon being told she could not because her long hair would catch in the ship's ropes, she cut off most of her hair to embarrass her father into taking her, thus earning her the nickname "Gráinne Mhaol" (from maol - bald or having cropped hair)."Elsewhere I found reference to her brother being red-haired. This comes from the Encyclopedia of Folk Heroes by Graham Seal. I'll quote it in full as the story bears repeating.
The second story involves Grace O'Malley's brother, the Red-Haired Smith. Grace thinks he is an even finer man than her husband, Burke. Burke is jealous and tells Grace he will prove his superiority when the Red-Haired Smith next comes to visit. Over dinner, Burke tells the Red-Haired Smith that Grace thinks he is the better man, an opinion that, Burke says, he finds insulting. A fight ensues in which the Red-Haired Smith is killed. Burke then beheads the body and carries the head to Grace, inviting her to cry all she wished. Instead, Grace takes hold of her own rapier, goes into the garden where her two teenage sons are playing, and cuts off their heads. She carries these to her husband saying, "Tis your turn to cry now!...While you weep for your two sons, I'll weep for my brother, the Red-Haired Smith."