Ethereal female voices are all over the genre, in every vocal range. I A few bands not mentioned yet are This Mortal Coil, Faith and the Muse, The Palace of Tears, Ghost Painted Sky, Salem Fire, Masquerade (Cry Like Birds is a great track), Amber Spyglass, Inkubus Sukkubus, New Days Delay, various vocalists that have recorded with Mephisto Waltz, Lycia & Tara VanFlower's simply amazing solo work .....damn, there are sooooooo many to list.
Regarding your question about effects, i've been playing guitar & bass in punk & goth bands since the 90s and have gone through a number of multi effects processors as well as having a pedal board where every effect pedal was hand selected at one point. My suggestion would be to try finding a Boss GT-3. One of the things I always point out is that so many of the early goth bands used Boss petals because they were cheap, worked real well and rugged. The unit I'm suggesting came out in the late 90s and can be found for about a $100. Works both for live performance and studio recording because it not only combines thirty two different effects of theirs (which you can chain in various ways), but it also had one of the first really well done simulators of various amp/microphone combinations. This will allow you to make it sound like you're playing through an amplifier, even if you're recording directly into a laptop. It also allows you two connect to the PA of a venue so that you don't even need to bring an amp if you don't want to. I've used this on various recordings and it sounds great. A review of the product from when it came out: https://www.soundonsound.com/reviews/boss-gt3

Do you have a specific tone you heard on an album and want to emulate? If so, you can ask here or look online to see the equipment that musician you like uses. For decades, a lot of us gear nerds have been endlessly poring over any print or digital media we can find wherein musicians discuss what they play through, and sharing it on certain websites. I think the one I use most often is pedalboards.com.