Sure! Here's a Python function that can handle the nested list of dictionaries and a query string to retrieve the corresponding value:

```python
def query_nested_dicts(data, query_string):
    keys = query_string.split('.')
    value = data

    for key in keys:
        if isinstance(value, dict):
            value = value.get(key)
        elif isinstance(value, list):
            value = [item.get(key) if isinstance(item, dict) else None for item in value]
        else:
            value = None
            break

    return value
```

Let's see how you can use this function with an example:

```python
data = [
    {
        'name': 'John',
        'age': 25,
        'address': {
            'street': '123 Main St',
            'city': 'New York',
            'country': 'USA'
        }
    },
    {
        'name': 'Alice',
        'age': 30,
        'address': {
            'street': '456 Elm St',
            'city': 'San Francisco',
            'country': 'USA'
        }
    }
]

query = 'address.city'
result = query_nested_dicts(data, query)
print(result)
```

Output:
```
['New York', 'San Francisco']
```

In the example above, we have a nested list of dictionaries stored in the `data` variable. The `query` string is set to `'address.city'`, indicating that we want to retrieve the value of the `city` key within the `address` key in each dictionary.

The `query_nested_dicts` function splits the query string into individual keys and iterates over the data structure accordingly. It checks if the current value is a dictionary or a list and retrieves the value for the current key. If the value is a list of dictionaries, it retrieves the corresponding values for each item.

Finally, the function returns a list of all the values found for the given query.