Dies: Quicksilver dies towards the end. Barton goes after a kid who was left behind (they are evacuating the city in Sokovia because it's rising high in the sky (Vibranium power is levitating the whole city, by of course Ultron and his plan to slam it down on earth like a bomb and cause an extinction level event (since he can't access the nukes code, that's a nice twist in itselt). As Quicksilver runs to help Barton and kid, Ultron is piloting a Quintet and firing down on them. Quicksilver gets shot many times and is shown with many bullet holes bleeding. He's presumed dead. *Although if you catch when Maria Hill is describing his powers, there's something in there about cellular regeneration... so i think he's not dead. Even though he's transported on the transports aboard a Helicarrier (Fury's in charge!), his body lays on the ground of the transport next to a resting Barton. But he looks dead.
Peggy: She only shows up when the Scarlet Witches casts a hex on Rogers. He's taken back to a welcome home celebration at a club where everyone is dancing. Here, Peggy comes up to him and asks him for that dance he promised her. It's a quick scene with her, then it's over. That's it.
Linda: Is Barton's wife. She lives with 3 kids on a farm. It seems it's "unplugged" and in the country for their safety. Barton calls this place the "Safe House" for that reason. This is where Barton flys the quintet with the rest of the avengers (not the twins. They are still bad guys at this point working for Ultron). They stay here for a short while (days? week?) so they can regroup and come up with a game plan. Fury makes a surprise appearance on this farm to convince Stark that he needs fight Ultron as a group.
Cap: There's no love interest mentioned for Cap in this movie. There is a joke about him "waiting all these years". The only love interest is between Banner and Natasha throughout the whole movie.
No Bucky in this movie... but there's a hint that Cap and Falcon were on his trail. But nothing came out of that conversation.
Falcon only shows up at the party scene. He's mingling with the other avengers and partygoers. Scene ends with the "who can pick up the hammer" as seen in trailers.
He's seen again in the final scene of the movie at the Avengers Academy
They do mention Pepper... Tony says she's running the company, traveling, something. Thor mentions that Jane has become the world's expert on her field of study, so she's off doing research somewhere. Both were quickly mentioned, but then turned into a joke between Stark and Thor about who's a better woman. Thor gets the last laugh.
The scene with the deserted ships.... that is where Ulysses Klaue has his warehouses and stockpiles of weapons. He's an arms dealer. He also has vibranium here. This is where Ultron and the twins show up, to purchase vibranium from him.
1) We do not see Loki in this movie. But there's a sense that he's up to something and perhaps failed (the mid credits scene hints at this).
Heimdall is in the movie. He's in two scenes. One is when Thor has a hex put on him and he sees the future, and Heimdall is telling him the end has arrived. He rages on about it. This of course is setting up Thor 3: Ragnarok. The second time Thor has a vision of him is when he seeks out the help of Dr. Selvig so he may enter the buried pool where Thor can access those visions again.
2) The Vision is one of the best parts of this movie. He is created by Ultron, as Ultron wants to drop himself and become sentient being inside of the Vision which is made up of human like Android cellular organic lifelike material. There are twists along the way, and The Vision is stolen from Ultron and instead Jarvis is uploaded into the Vision. But the cool twist is when the Twins show up to stop the Vision from coming alive because they fear he'll just be another Ultron, Thor shows up and brings him to life with his hammer and lightning. Thor tells the team that he's essential to the survival of earth. This came from Thor's visions and when he left to get more information about the hex visions he saw in his head. Ultimately The Vision destroys the last Ultron. And by the way, The Vision is powered from Loki's staff.... the mind gem is what The Vision has on his forehead. He's quite powerful. And He's VERY worthy, if you know what i mean!
3) Ulysses is the arms dealer in Wakanda who has a hidden vault of illegal Vibranium. Ultron takes the twins with him to discuss business with Ulysses about purchasing Vibranium. Ultron gets ahold of some and deposits BILLIONS into Ulysses bank accounts around the world. We'll be seeing more of him in Black Panther for sure.
There are many Ultrons in the movie, as you will see. He can be everywhere at once, He just takes himself from robotic body to body using the internet.
Ultimately, he has a last chit chat in a field with The Vision about the human race and it's extinction. The Vision obliterates him with his mind gem powers (huge light flash and he's destroyed).
Banner & Widow: There's a spark between them. They discuss marriage and kids and how neither of them can have them. Here you learn about Natasha's past, her torturous training and how they made her infertile at graduation. They care for one another and they talk about leaving a life together.
At the End, Banner is missing as he took the Quintet as the hulk and may have crash landed in the ocean somewhere. Fury tells Natasha about is possible crash site whereabouts.
The mid credit scene shows a dark scene, the point of view from inside a container. As it opens up, you see Thanos reach in and pull out the Gauntlet! It doesn't have any gems on it yet. But he does say: "I guess i'll have to do it myself" as he puts it on. I'm guessing this is a reference to Loki or The Collector or Ronan or someone failing to get him the gems...
Yes there are two distinct references to Phase III films... one is the Ulysses Klaue character. He's a big character in the Blank Panther movies. If i'm not mistaken, Ulysses killed Black Panther's father, which leads him to become the new Black Panther... the T'Challa that is.
The Mind Gem comes out of Loki's staff and is used to give The Vision life. It's not only what "powers" him, but also a weapon of sorts. He seems to use it to destroy the last Ultron. This ties in with the Thor movies and GOTG as the Infinity Gems are what leads to Thanos getting all of them, leading to Infinity Wars.... or possible GOTG sequels.
Starks visions (as per hex from Scarlet Witch), is... he sees mass destruction and all of the Avengers dead on the ground, lying onto of ruins. He sees Caps Shield cracked in half
Banner doesn't really have a vision... Wanda casts a hex on him that causes him to rage out of control in Wakanda and destroy everything in site. Stark shows up with Hulkbuster to stop him... or distract him until the hex wore off.
