When Badass Digest spoke with Marvel Studios President Kevin Fiege, he confirmed that while Captain Marvel was in the early script for Avengers: Age of Ultron, she was pulled out from the sequel.
“it would have done that character a disservice, to meet her fully formed, in a costume and part of the Avengers already when 99% of the audience would go, ‘Who is that?’ It’s just not the way we’ve done it before.”
Now this is where the conversation turns a bit spoiler filled with Avengers 2 and Scarlet witch.
“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!’”
So we know that Scarlet Witch gets a costume upgrade by the end of the film and Fiege went on to confirm that Scarlet Witch is set to reprise her role in Captain America: Civil War
“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.”