Musannaf Ibn Abi Shayba 7:443

Yazid ibn Harun narrated to us, from Habib, from Amr ibn Haram, who said: Jabir ibn Zayd was asked about a woman who made it incumbent upon herself to perform i'tikaf for a month in the congregational mosque, but she was sought by someone who could not wait for her to become pure. He said: "She may perform i'tikaf in a mosque that she designates."