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I watched this anime in 1996 or 1997.
In it, a young swordsman finds a naked, white-haired woman in a snowy forest. This young lady is being chased by an army because she’s powerful.
The man has a younger sister with healing power, but she cannot heal her father.
During their adventure, they find two friends; one is a weapon that can be divided and multiply and the other is an attractive woman who has a necklace with a red stone that can be used to power up a ship.
It might be Dragoon
https://en.m.wikipedia.org/wiki/Dragoon_(anime)#Plot
In Dragoon, May is the key to unlocking the deadliest weapon, known as the Dragoon. Soon into the film, May is shown in a tube being controlled by two older men. May escapes and finds herself lost in the woods. While sword fighting, a young man named Sedon, hears soldiers and airplanes around where he is practicing his sword techniques. He comes across a search party looking for May. Keeping himself hidden behind a row of shrubbery, he proceeds to follow them. As he moves down the line of hedges, Sedon trips. When he turns over to see what he has stumbled over, he finds May lying naked and unconscious beside him.
Maybe the anime you're looking for is Elfen-Lied?
Lucy is a special breed of human referred to as "Diclonius," born with a short pair of horns and invisible telekinetic hands that lands her as a victim of inhumane scientific experimentation by the government. However, once circumstances present her an opportunity to escape, Lucy, corrupted by the confinement and torture, unleashes a torrent of bloodshed as she escapes her captors.
During her breakout, she receives a crippling head injury that leaves her with a split personality: someone with the mentality of a harmless child possessing limited speech capacity. In this state of instability, she stumbles upon two college students, Kouta and his cousin Yuka, who unknowingly take an injured fugitive into their care, unaware of her murderous tendencies. This act of kindness will change their lives, as they soon find themselves dragged into the shadowy world of government secrecy and conspiracy.
See the trailer below:
