There are several synonyms that can be used in place of the phrase "that lady". Some common options include "woman", "lady", "female", "gal", "dame", "miss", "maiden", "madam", "lass", and "lassie". Depending on the context, other terms like "mademoiselle", "girl", "sister", "mother", "aunt", "niece", or even specific titles like "doctor" or "professor" may also be appropriate. It's important to consider the tone and level of formality when selecting a synonym for "that lady" to ensure that the alternative term fits well with the sentence and conveys the intended meaning.