One story that comes to mind is 'This Is How You Lose the Time War' by Amal El - Mohtar and Max Gladstone. It's not strictly a traditional fantasy but has elements of it. The relationship between the two female agents is a central part of the story. It's a beautifully written story that blurs the lines between different worlds and time, and their relationship is both tender and complex.
Well, 'The Priory of the Orange Tree' by Samantha Shannon also features some elements of gxg relationships in a grand fantasy world. It has an epic scale with dragons and political intrigue, and the relationships add an interesting layer to the story. There's also 'Girls of Paper and Fire' by Natasha Ngan which tells a story of resistance and love among the female characters in a fantasy Asian - inspired world.