As far as I know the game originated in Persia and was called Shah (King) and initially had only male figures. The Queen may have arrived into the game either with the Christianization or Islamification of the area - but with powers little more than that of Pawns, also Bishops and Rooks had a lesser role. .
You're on the right track cologne - the initial game had all male figures, but had its roots in India. What I'm looking for is the reason why one piece suddenly changed gender - the answer has something to do with the circuitous route the game took from India to Spain and Europe in general.
