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If you want a noun, then yes, audacia is feminine. If you want an adjective, its grammatical gender will depend on the noun it is used with: my example above, Puellas impavidas video, would be Pueros impavidos video for I see fearless boys. I don't see how a neuter noun, adjective, whatever can be fearless. In German, all diminutives are automatically neuter, but that's not where you are.
If you look, as I suggested, at the existing ln Wyatt, you've got a visually heavy W at the beginning but no -e at the end, and nobody finds this at all strange or inconvenient. I think you might be overthinking this.