Badass Digest reveals that, at the end of Avengers: Age of Ultron, Captain America (Chris Evans) will assemble a brand new team of Avengers for Phase Three. While the site wouldn't reveal who this new team will include, one name that has been in every version of the script is Carol Danvers, a.k.a. Captain Marvel. However, now Marvel is "having cold feet" about bringing Captain Marvel into the Marvel Cinematic Universe this way.
The exact lineup of the new Avengers has not been finalized, and this scene was not shot during principal photography, which wrapped earlier this month. Marvel reportedly may pull Captain Marvel from this new lineup because they aren't sure if they should drop this new character in to a fully-formed team.
The site also speculates that the scene will be shot during reshoots in L.A., and that it won't be a big action sequence. It's merely a number of cameos at the end that signifies these characters will be important in Marvel Phase Three.
Carol Danvers will reportedly play a big part in Marvel Phase Three, which could even include her own stand alone movie. This report also reveals that Marvel is now straying from "full-blown origin stories" like Iron Man and Captain America: The First Avenger. Their new movies will be shaped more like Thor and Guardians of the Galaxy, where the main characters are "already on their path" when the movie opens.
One of the studio's Phase Three movies, Doctor Strange may be crafted after the character's first appearance in Strange Tales #110, where Stephen Strange already has his powers but isn't immersed in the superhero world yet.