Annoyingly, I cannot for the life of me seem to find a good image showing the female shoes of the set in-game... in fact, the only real mention I've found of it was a [url=https://www.reddit.com/r/bloodborne/comments/48zypn/something_unique_about_the_female_church_sets/]reddit post[/url] where it was discussed. I would try to get a picture myself if it wasn't a PS4 exclusive and getting screenshots on PS4 is a pain...
But evidence aside, the female church shoes are at least very close to those shown on the concept art, if not exactly like them; you just usually can't see them unless the character is running due to the long skirt.