Of course we have no trace of Yeshe Tsogyel before quite late in the tibetan history and there is not a single mention of her in the Dunhuang documents if I'm not mistaken.
We have a record of Tsogyal outside the Nyingma Milieu which dates to the mid 12th century, i.e., there is a mention of her oral instructions concerning Vajrakīlaya in the Jetsun Dragpa Gyaltsen's collected works: link. The text from 793-794 mentiones that it is advice given to her on Guru Rinpoche's departure from Tibet.
Thus, we can see here that the Khon tradition clearly mentions her. Its very unlikely that Jetsun Rinpoche would be following the lead of Nyangral, given how stringent Sakyapas are about lineage, and how dubious they were about the nascent gter ma tradition. In my opinion, we can safely say that this advice was included in their ancestral teachings.
Therefore, I personally see no valid reason whatsoever to doubt the historicity of a Tibetan woman named Yeshe Tsogyal who was Padmasambhava's companion.