Kevin Feige the president of Marvel Studios spoke to Badass Digest about what happened to Captain Marvel and non-appearance in Avengers: Age of Ultron. But in Feige’s answer he might have announced another character’s appearance in Captain America: Civil War.
Kevin Feige’s quotes from Badass Digest:
The way we reveal Scarlet Witch [in costume] at the end of the movie? Those were Captain Marvel plate shots. Joss said, ‘We’ll cast her later!’ And I said, ‘Yeah Joss, we’ll cast her later.’ [Whispers to an invisible associate who isn’t Joss] ‘We’re not putting her in there!’
Finally Joss was like ‘Let’s use those plates to let Scarlet Witch fly into frame, give her a big entrance?’ And that makes sense – she’s come to their side, and she deserves the cool intro, which will feed into another movie we start shooting in a few weeks.