You've been around the forums for a while ... you've done some research ... QUARANTINE!!!
You can't just bring a new animal home and throw it in with an existing one. All it takes is 1 sick leo and you'll lose many more then you'd care to think about.
Get that female out, now, and don't put her back in for 2-3 months.
After that, then you could look out for the behaviour you are describing, which sounds to me like mating behaviour.
The males always seem to rough up the females, but don't worry, then can take it. If they want to be mated, they usually let the males rough 'em up a bit, then they'll start mating. If they don't want to mate, they'll usually scurry away and fight back till the males leave them alone.
The behaviour you are describing natural, and, though it looks frightening, let them do it. After you quarantine new animals.
Joel
-----
2.3 Leopard Geckos
1.1 Ball Pythons
0.1 Okeetee Corn Snake
1.0 Blair's Phase Gray Banded Kingsnake