Alif mamdudah appears at the end of the word as an alif followed by hamzah: اء.
حَمْرَاءُ ends in اء.
صَحْرَاءُ has the same final sequence.
This spelling is explained as two added alifs whose second position is represented by hamzah. Within the feminine examples taught here, the practical sign is final اء; spelling alone does not make every word ending اء feminine.