I think it is best to think 好き in terms of "being liked".
私が好きなものだ can be understood like "The thing that is liked by me" indeed nobody would say that in English since there is the sorter and more natural "The thing I like".
Therefore, 私がすきな女性 is "the woman/women that is/are liked by me" ( = "the woman/women I like". By putting the theme particle は after 女性, you thematize your sentence which means 私がすきな女性 becomes the core topic of your sentence.
私が好きな女性は煙草{たばこ}を吸わない。
As for the woman/women I like, they do not smoke.
You are expressing a characteristic of the woman/women you like.
On the other hand, if you choose to put は after 私, 私 becomes the core topic, this time everything revolves around 私.
私は好きな女性が煙草{たばこ}を吸わない。
As for me, the woman/women I like do not smoke.
You are expressing a property of 私, here, clearly, 私 does not like "woman/women who do(es) smoke".
For expressing "the woman who loves me" I think it will be difficult to express it unambiguously with 好き only. I think that you have to use the verb 愛する which basically means "to love".
Depending on the context, you may want to have the focus on you or on the woman that loves you. This is done by play with active and passive voices.
私を愛する女性は煙草{たばこ}を吸わない。
The woman/women who love(s) me do(es) not smoke.
私が愛される女性は煙草{たばこ}を吸わない。
The woman/women by whom I am loved do not smoke.