"I am not sure if they would struggle with sending a female into combat."
That statement is about 20 years outdated. Women have been combat pilots, attack helicopter pilots, and many other positions for a number of years. Artillery and Infantry are the most recent jobs open to women. Once they are open, if you are in the position, you go. Being a woman is then irrelevant. I met one COL that said he preferred to have females as turret gunners when he was a BN CDR. He felt they performed better.
"What majors would be good to eventually end up allowing me to end up in a combat area?"
There isn't one. Your major is 100% irrelevant. The only thing that matters is your branch. If you graduate from West Point and choose Infantry, you will be Infantry.
"Also, what should I do in general? Should I keep trying to be in charge on an infantry unit."
You do well in your classes. Stay EXTREMELY fit. Between your junior and senior year, you will be expected to go to Airborne School. You must complete that if you want to be Infantry. Upon graduation, you will go to Infantry Basic Officer Leadership Course. After completion, you will go to Ranger School. If you fail to graduate Ranger School, you won't be leading Infantry Soldiers and you will be in a staff or training position until you decide to resign. If you complete Ranger School, you will be assigned to your first unit. About 90% of the initial assignments for 2LT are as Platoon Leaders. From there, you will move through different positions during your career. There will be some staff positions and some leadership. Eventually, you will be expected to be a Company Commander and Battalion Commander.
"going into combat" is a hit or miss.You haven't even started West Point yet. You have over 4 years before graduation. Nobody knows what will be happening in the world at that time. If you were graduating from West Point today, you would probably have about a 1 in 2 chance of doing a combat tour during your next 6 years. It would probably be one tour and there would be about a 1 in 10 chance that you would ever fire your weapon.