the mysterious woman who appeared in the trailer isn't in the film anymore
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Having seen Avengers: Age of Ultron, however, EW brings the mystery to an utterly anticlimactic end: She isn’t in it at all. But it seems she was originally supposed to be associated with Thor. The site writes: “Thor’s whole journey to this cave is a bit of a headscratcher, which suggests a subplot that was seriously truncated.”
So whoever she was, it looks like she was never all that central to the film. Which isn’t to say she couldn’t prove important later on — it’s possible the character was intended as an Easter egg to set up developments later on. http://www.slashfilm.com/avengers-2-mystery-woman-cut/
