Just like a real Hydra agent, Frank Grillo is happy to share an Avengers 4 spoiler
Marvel Studios won’t tell us much of anything about Avengers 4—including the name!—but one of the hot theories online is that the film will undo Infinity War’s shocking ending either by directly going back in time or establishing some kind of flashback twist involving the events of previous Marvel Cinematic Universe movies. Specifically, leaked set photos have apparently shown Chris Evans wearing the original Captain America suit he had in the first Avengers, which would only make sense if there were some time travel/flashback shenanigans afoot.
Now, Captain America: The Winter Soldier and Civil War actor Frank Grillo has seemingly confirmed that those theories and rumors are true, with him telling the UFC Unfiltered podcast (via The Hollywood Reporter) that he “makes an appearance” in Avengers 4 as part of “a flashback.” Grillo played S.H.I.E.L.D. agent/secret Hydra operative Brock Rumlow in Winter Soldier, and after Cap exposed his Hydra allegiance and dropped a building on him, he returned—and died—in Civil War as the terrorist Crossbones. That means there have to be some shenanigans afoot if he’s in Avengers 4, and retconning him in to the events of The Avengers would make for an interesting sequence.
As for why Grillo has no problem dropping what seems to be a big Avengers 4 spoiler on a UFC podcast, he had an answer for that: “I’m allowed to say whatever I want because I’m never doing another Marvel movie.” Apparently this is what happens when you get killed off as a lower-tier character in the MCU.