Loubianka from Le Goulag by Dimitri (real name Guy Mouminoux aka Guy Sajer).

Le Goulag is a surreal, darkly comic series following the absurd adventures of Eugène Krampon, a French worker involuntarily navigating life in a Siberian gulag and beyond. Loubianka is the primary female character and love interest.

She doesn't have a consistent outfit, and she wears something different in each issue. But a russian military uniform with a fur coat and hat is the most common.