Yes.
One of the most common things people imagine wrongly about pre-industrial Europe is the idea that it was kind of isolated and homogeneous. By medieval times, Europeans had been trading with, fighting with, and migrating to and from other continents for millennia. As a percentage, the black population of Europe was rather low, but definitely present, and present at all levels of society (in varying proportions).
The number of definitively recorded women warriors in medieval Europe is tiny (but non-zero).
I'm sure you're aware, but just in case, Game of Thrones has essentially no historical value and isn't really a depiction of a medieval society. Technology is all over the place. Materials science is in some cases almost early modern, but an army from Three Kingdoms-era China could take any town we see in Westeros (they might struggle with the book version of Casterly Rock, but not the TV show version).
Going back to Mordhau, realism does not appear to be what it's aiming for, which means it couldn't justify a lack of women or ethnic diversity by appealing to realism anyway. However, even if it was aiming for realism, 100% of the characters in the game being white would be very unrealistic.