I was reading this article and in the first sentence it references a Yalkut Shimoni that states that "Jael, Hagar, Asenath, Zipporah, Shiphrah, Puah, the daughter of Pharaoh, Rahab and Ruth were among the devout women converts". This medrash makes absolutely no sense to me because how would Hagar be considered a convert since Yaakov wasn't even born yet and seemingly even before Sinai someone who "joined" the bnei yisroel would be a convert on some level but before yaakov there was no Jewish tribe and the Gemara in Sotah 11b tells us that Shifra and Puah, were Yocheved and either Miriam or Elisheva. This could be one of those medrashim but I was trying to seek some help if anyone can help me get some more info on this.
The Yalkut is here.
Hagar might be considered "convert", either before Yaakov was born or afterwards - especially if you take the Midrash that says that Ktura is Hagar as a simple fact.
About Shifra anf Puah, sometimes Midrashim have conflicts, so it's not much of a big deal. I agree, assuming that they were converts raises questions, since they have Hebrew names, and the verse says clearly that they were "Hebrew"
שמות א פס טו
וַיֹּ֙אמֶר֙ מֶ֣לֶךְ מִצְרַ֔יִם לַֽמְיַלְּדֹ֖ת הָֽעִבְרִיֹּ֑ת אֲשֶׁ֨ר שֵׁ֤ם הָֽאַחַת֙ שִׁפְרָ֔ה וְשֵׁ֥ם הַשֵּׁנִ֖ית פּוּעָֽה׃
The king of Egypt spoke to the Hebrew midwives, one of whom was named Shiphrah and the other Puah;
My guess, that this a Midrashic answer to hidden question - "Why Pharaoh didn't punished the midwives for their failure?". Answer: because they were actually Egyptian citizens, secretly converted.
The Eishel Avraham in note 20 says:
הגר היתה בת פרעה שהיה בימי אברהם כדאיתא בב"ר פ' מ"ה
Hagar was the daughter of Paroah who was in the days of Avraham, like it says in Bereishis Rabbah 45
The Midrash over there relates that when Paroah took Sarah and found out the truth of her identity, he gave his daughter to them as he reasoned it is better that she be a servant in this house (i.e. in the house of Avraham and Sarah) rather than a lady (i.e. a well-respected noble) in another house. Seeing that she (Sarah) could not conceive, the midrash goes on to say (45:3) that Sarah gave Hagar to Avraham as a wife saying "Fortunate are you to be united with this holy man!".
As was discussed already in the comments by @Tamirevan - Rashi explains that they were actively involved in converting the masses. Based on this, it would be fair to deduce that Avraham would not have married Hagar without first ensuring that she was converted.
As far as Shifrah and Puah, the Eishel Avraham on the following page writes that the author of the Midrash Tadshe does not hold like the Gemara in Sotah and Shemos Rabbah 1 that says that Shifrah and Puah were really Yocheved and Miriam. Rather he wants to say that they were indeed converts. It writes there:
פליג על מה דאיתא בסוטא י"א ובשמ"ר פ"א ששפרה ופועה שפרה זו יוכבד ופועה זו מרים כי לדעת רפנ"י גוירות מן הגוים היו
He argues on that which is brought in Sotah 11 and Shemos Rabbah 1, that Shifrah and Puah - that Shifrah, this is Yocheved, and Puah - this is Miriam, because according to the opinion of Rav Pinchas ben Yair they were converts from the non-Jews.