In https://islamweb.net/en/fatwa/89914/ it says:
It is not an obligation on a woman to cover her head while performing ablution except if she is in the presence of marriageable men.
If the lady can be seen by non-mehrams while performing ablution then she needs to cover her head. Otherwise it is not necessary to cover her head since ablution itself is not actpart of worshipprayer, ablution is valid as long as its obligations are performed which are listed in the Quran.
O you who have believed, when you rise to [perform] prayer, wash your faces and your forearms to the elbows and wipe over your heads and wash your feet to the ankles.