One common theme is power struggle. Since Dio is a very powerful character in the Jojo universe, when there's a female version or a female related to Dio, she often has to deal with the power dynamics. For example, she might be trying to gain power like Dio or struggling against his overpowering influence.
One popular 'female dio jojo fanfic' could be 'Dio's Daughter'. It explores the idea of Dio having a daughter in the Jojo universe and the complex relationships she has with the other characters. The story often delves into her struggle with her father's legacy and her own path in a world full of Stand users.
The determination of whether the novel 'Dio' is canon can be complex. It might involve factors like consistency with established lore, authorial intent, and the response from the fan community. Without specific details, it's hard to give a definite answer.
In my opinion, the Dio manga works quite well. The character development and the way the story progresses are well-executed. Also, the art style adds to the overall appeal.
Mr. Dior's full story did not appear on the Internet in its entirety. It may not be publicly released due to copyright or other factors. However, if you are referring to a particular novel or author's side story, I can do my best to provide you with relevant information.