Hi Nivi.
Features aren't part of Iterations. They are part of Releases. So, your question can apply only to releases.
There isn't one query that can get it done. The reason is that the queries must compare the argument to a constant value (i.e: Release.Name = "My Release"). It can't do dynamic filtering such as: (Release.Name = Feature.Release.Name).
Yet, you should be able to find this information relatively easy with some Excel manipulation. Below you see a query in Excel that returns stories with release. Note column F in this spreadsheet. It details the release of the Feature for that story. You can manually type "Feature.Release" at end of the columns field as you see in the Queries dialog to get this information.
You should be able to manually find the inconsistencies between the Story Release vs. Feature Release if you compare columns E and F using Excel sorting and further filtering to help you.
Please let us know if that helped.
Thanks,
Sagi