I was going to before I saw your post.
It's a little bit spoiling for those that haven't read the books but the sand snakes and their cousin Arianne Martell certainly are strong female characters. Ok it is true that they get imprisoned for a time by the ruling Prince Doran (Arianne's father) but that isn't because of their gender, more about going against Doran's wishes, something that would get either gender imprisoned.
Perhaps you can argue that they are imprisoned because they are women or simply because they are relatives of Doran and that something more sinister may have happened if they were male and/or unrelated. But that is conjecture.