In the afternoon, the dormitory keeper told me that she had found a box of cigarettes from a girlfemale student of mine. In the afternoon, the dormitory keeper told me that she had found a box of cigarettes from a female student of mine.

Generally, "boy" and "girl" should not be used as adjectives outside of situations where you want to indicate that something is intended for boys/girls (or men/women).

Then I questioned the girl about it, and I knownit turned out that there were several students, including three girls, involved in it. Then I questioned the girl about it, and it turned out that there were several students, including three girls, involved in it.

If you want to say that you knew the students concerned, you could add "whom I knew" after "several students."

I reported it to the director and their parentsir parents and the director. I reported it to their parents and the director.

"Principal" or "headmaster/headmistress" may be better than "director." Since the antecedent to "their" is "several students" or "three girls," it seems more appropriate to put it first.