Veronica8 That's less a problem with the gender of the protagonist and more an issue regarding the tropes of a genre. I think you might be approaching it from an odd angle.
Female protagonists in action stories work. You have Linda Hamiliton's Sarah Connor in the Terminator series, Sigourney Weaver's Ellen Ripley in the Alien franchise (and her daughter, Amanda Ripley, in Alien: Isolation) - which I first began by reading Alan Dean Foster's novelizations rather than watching the films, Jill Valentine in the Resident Evil series (along with Claire Redfield), Lara Croft in the Tomb Raider series, Hua Mulan in the traditional Chinese story (I shall not speak about the abomination that is the movie version), etc. There is absolutely nothing wrong wtih having a female protagonist in an action-orientated story.
As for guy action stuff, I mean...what exactly does that mean? Girls can kick ass too. Fighting, combat, adventuring and sports are not entirely in the realm of guys. Girls play games too. Girls learn martial arts too, and I'm not ashamed to say that I'll probably lose a fight to a girl (if she's trained in martial arts). Why are we differentiating activities according to gender? Is fishing a guy's activity? Fighting? What exactly is girl action stuff then? Must they be putting on makeup or dress up? What exactly are girly things? Why are we even differentiating these activities according to gender?
But if you are writing a shounen fantasy, then you'll have to conform to the genre. It's not about female protagonists doing guy action stuff or male protagonists doing guy action stuff, but about a fantasy protagonist doing fantasy stuff. If you're reading a book about fantasy knights versus orcs and dragons, then you expect to be reading about knights fighting against orcs and dragons, regardless of the protagonist's gender. If the knight is female, so be it. No one is going to drop your story because your protagonist is a female knight. But if she spends most of the story doing...I don't know, your example of girly things or angsting over romance (I'm sorry, I don't know what you mean by emotional complexity) instead of fighting dragons and orcs, then yeah, of course the readers wouldn't be pleased. Because you didn't conform to the genre.
Here's an example: Duchess with an Empty Soul, a Korean manhwa. I began reading it thinking it would be a fantasy story because it's about a girl who can summon stuff, and she's actually manipulated to fight demons. She dies, gets reincarnated back to her younger self a couple of years ago...and instead of the war, she ends up getting entangled in all these political nonsense and marriage, and it focuses on her relationship with the male lead. After a while, I lost interest and dropped it - it was my fault, I came in expecting a fantasy story with summoned beasts fighting demons, but instead all I got was political stuff, marriage angst and cheesy romance. Needless to say, that wasn't what I was looking for, and I probably misread the synopsis or something (which was just a couple of lines, to be fair...). But as you can see, I don't care about the gender of the protagonist. I care more about her doing fantasy stuff in a fantasy story, not romance and angst. The problem was that I mistook what was clearly a romance drama story for a fantasy story.
Essentially, the gender of the protagonists does not matter. What matters is that they do activities that conform to the genre (not gender).