Isn't there a stat that no filly has ever won the Queen Anne?
You might be right but that stat is a little misleading. Since the Queen Anne was raised to group 1 status in 2003 (and the minimum age raised to 4) Soviet Song and Darjina have both run the winner to a neck.
Goldikova is the best mare the race has ever fielded so that stat is in jeopardy. Would Miesque have won it? Probably but it was a group 2 in 1988 so her connections wouldn't have been interested in running.