TLDR: Philosophy, but only if you are really fired up about it.
I can’t remember if you are American or not. My answer is based on the assumption that you are operating within the US higher educational system.
First of all, I’ll tell you what a wise woman professor told me when I was considering grad school: don’t do it unless you are passionate about the discipline. You should not pursue a graduate degree in the humanities or social sciences to find yourself or just to get a credential. You should be fired up about spending most of your day studying, doing research, and teaching that discipline. If you really can’t decide between sociology and philosophy, you probably are not ready for graduate work in either.
Second, if you want to help women be thinkers, philosophy is clearly the best way to go. The way to do that is not to found a company but to become a philosophy professor. You will help your students, male and female, critically evaluate the bullshit that comes their way on a daily basis in this society, including that which emanates from sociology departments (a philosophy professor named Harry Frankfurt even wrote a book called On Bullshit). Women are grossly underrepresented in US philosophy departments, so if you are even barely competent, you can expect to get a tenure-track job after you complete your Ph.D (an MA will not be enough). You will also be a role model for young women if you go this route. But again, don’t do it unless you are passionate about the discipline of philosophy.
Third, sociology does not promote critical thinking in general. Sociology departments tend to promote a particular ideology; philosophy departments are somewhat more heterodox. But if you get a degree in sociology, you will learn statistical methods that can be useful for research purposes if applied correctly, and a degree in sociology probably has a wider range of applications as a credential.
If you want to set up some sort of non-profit organization that promotes a certain kind of feminist ideology, a degree in sociology might be better. But if you actually want to help young women become thinkers, and don’t mind also helping young men become thinkers while you are at it, then philosophy is the way to go.