File transfer between iPhone XR & USB flash drive using lightning cable & female-to-female USB connector?

This is not likely to work. The Lightning port on Apple devices work in many ways like the mini-USB On-The-Go ports from older phones and USB-C ports on newer phones. This means it can act as a USB host or device, just the means by which an iPhone determines which mode it should be in is different than how devices with USB-OTG ports do.

In USB device mode, which happens with a Lightning to USB-A male cable, the iPhone provides no power to the cable. This means that a female to female adapter which connects the data and power lines will not power the flash drive, and the flash drive will not have power to do anything. Connecting both to a powered hub so that both the phone and flash drive have power will still leave this USB bus with no host to initiate any communications.

It's unlikely any software on the iPhone will resolve this because the hardware on the phone is simply not made to act as a host when the hardware tells it to go into device mode.

USB from 1.1 on up was made to allow for host-to-device communications and what you describe is a device-to-device connection. USB 2.0 allows for ports to be switched into either host or device mode, but this is done in hardware. If there is a means to override this in software then it is violating the spec and could result in damaged hardware, if someone could find the software for this then you run the risk of damaging your iPhone the next time you try to charge it. USB 3.0 allows for host-to-host communications with the right kind of cable and software but the flash drive is simply not going to act as a USB host.

To make this work will mean violating the USB spec, and running the risk of permanent damage to your phone. There's going to be at a minimum software checks in the iOS to stop this from working, and quite likely the hardware in the iPhone simply will not enter host mode if it sees a USB-A male cable connected.