Mary Sue has nothing to do with gender, in the modern sense.
Rey, for example, is a Mary Sue because her character is great at everything seemingly without good reason based on precedent set within that franchise's universe.
Kylo Ren would also be a Mary Sue if he wasn't a Skywalker and/or formally trained by Luke.
Carol Danvers is the byproduct of a MacGuffin. So, not a Mary Sue, but as close as you can get to it.
I'd love to see the day that angst-y male feminists full;y understand the term Mary Sue and accept the fact that they exist, by way of poor writing, and simply accept the fact gracefully. You may have heard the ole, "wish in 1 hand and poo in another; see which fills first"?