“Male” & “Female” is Etymologically Unrelated

The word “male” is from the Latin “masculus”, which was then shortened in Old French to “masle”.  Old French eventually dropped the “s”, and it finally became “male”, in Modern French.  “Masle” became “male” around 14^th century, after a long use side by side with “male”.  It was then ported to English with the Norman invasion of England, and that is how we use it to refer to a male of the species. 

The word “female” also has its origin in Latin, and comes from the Latin, “femella”, or the diminutive “femina”, meaning “woman”.  “Femella” then came to English as “female” through French, “femelle”.  “Female” never had any etymological connection with “male”, and “fe-“ is not a prefix.