Unfortunately, the world isn’t a safe place all the time, for women especially. I’m not sure if I know any woman who has not, at one point in her life, been scared walking alone. I have been talking to friends walking home alone several times in my life, and I have called a friend while walking home myself. It gives a sense of security. If something happens someone will know, or maybe nothing will happen if you become a more difficult target.
There has been a minor explosion of safety apps in the recent years, and there definitely is a market for them. I have been looking around and hope I have constructed a decent list of possible options. It’s unsure if all of them will be available in your country, so it can be important to check that before you decide.