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We present findings from design research on disclosure at the intersection of data visualization, digital storytelling, and feminism. While there is an increased awareness of power structures in data science, computing, and design, there is little design research to confront these. This work explores the potential of disclosing context information of data stories, i.e., digital storytelling formats utilizing data visualizations, to enable critical-feminist readings of and reflections on these stories. Drawing from a growing body of feminist scholarship in human-computer interaction, data science, and beyond, we identify key aspects and forms of disclosure for embedding them into visual data story interfaces. We devise and validate these aspects and forms within a case study: a Web-based scrollytelling article explaining the feminist concept of intersectionality using a combination of animated illustration, data visualization, and text. With this work, we demonstrate and discuss the potentials and pitfalls of disclosure practices in data storytelling.