Lady Macduff is an interesting character, although she only appears in the one scene when the soldiers invade her castle at Fife. That is in Act IV, Scene 2. You might be able to make an exciting short story out of Lady Macduff. She goes through a lot of stress in a very short time but manages to act with courage and dignity. She tries to carry on a conversation with her little boy in spite of her terrible anxiety and distractions. She doesn't want her son to be affected by her fears. First she is anxious because her husband has fled to England. Then she is warned of impending danger by Ross. Finally a soldier appears with orders to murder her and her son. One of her most striking observations is the following:
Whither should I fly?
I have done no harm. But I remember now
I am in this earthly world, where to do harm
Is often laudable, to do good sometime
Accounted dangerous folly.
The three witches are also women. It would be quite a challenge to write a short story about one or all of them.
And then there is the Waiting Gentlewoman who is watching over Lady Macbeth during the famous sleepwalking scene in Act V, Scene 1. The advantage of writing about this scene would be that you could include two women in your story: the Waiting Gentlewoman and Lady Macbeth.