Praise be to Allah
We put this question to our Shaykh, ‘Abd ar-Rahmaan al-Barraak (may Allah preserve him) and he replied:
If there is no sign on her to indicate that she was a Muslim, then the ruling should be according to the town in which they found her. If most of the people of the town are Muslim, then she is a Muslim, otherwise the funeral prayer should not be offered for her.
And Allah knows best.