Understanding and managing data privacy in the digital world can be challenging for sighted users, let alone blind and low-vision (BLV) users. There is limited research on how BLV users, who have special accessibility needs, navigate data privacy, and how potential privacy tools could assist them. We conducted an in-depth qualitative study with 21 US BLV participants to understand their data privacy risk perception and mitigation, as well as their information behaviors related to data privacy. We also explored BLV users' attitudes towards potential privacy question answering (Q&A) assistants that enable them to better navigate data privacy information. We found that BLV users face heightened security and privacy risks, but their risk mitigation is often insufficient. They do not necessarily seek data privacy information but clearly recognize the benefits of a potential privacy Q&A assistant. They also expect privacy Q&A assistants to possess cross-platform compatibility, support multi-modality, and demonstrate robust functionality. Our study sheds light on BLV users' expectations when it comes to usability, accessibility, trust and equity issues regarding digital data privacy.