I'll probably get into trouble for this post, but even if they find me, I have no contract with Marvel and I got the script through an agent and not anyone who works for Marvel, so I've nothing to lose … unless revealing this makes them change it (which is a risk possibly not worth taking, but here goes anyway)
We know at the end of AGE OF ULTRON that Thanos said “Fine, I'll do it myself” … and that it made no sense with regards to the story we just saw as Ultron wasn't working for Thanos … this is because this scene ACTUALLY takes place POST-THOR 3.
Now, we're all used to Marvel's post-credits and more recently mid-credits scenes … but Thor 3 will have something brand new … Thor 3 will have a mid-credits SEQUENCE! Not scene, but SEQUENCE! A full 10-minute action set piece that will set up the events of INFINITY WAR which follows just a few months later!
Here's what happens:
The main story of Thor 3 see a Villainess open war on Asgard, and as with The Avengers and Guardians Of The Galaxy, Thanos' hand is behind it. He aids the villains by giving them the means to destroy Asgard in return for them retrieving the second gauntlet and the Tesseract for him. Asgard is laid to waste but Thor and co. (as expected) save the day. So...
MID CREDITS SCENE
Thanos arrives and opens war on Asgard. Thanos goes for what he came for, only to be met by Odin humself (yes, he's alive) They fight and despite holding his own, Odin is killed (choked to death y Thanos' giant fist.) He almost kills Thor who is saved by LOKI … who does well in tricking Thanos for a while with his 'many Loki's' trick … but Thanos gets a hold of him and rips the head from his body … but not until he slips the location of the MIND GEM . Thanos smiles and rips his head off. Heimdal drags away a near-dead Thor (and the SPACE GEM) to the Bi-Frost.
Thanos takes the Gauntlet then heads to the bifrost.
Heimdal teleports Thor and the infinity stone to Earth to warn the human race of the fast approaching danger. Heimdal himself stays behind to destroyed the bridge to stop Thanos from using it. Thanos grins then rips Heimdal in two.
There was no post-credits scene attached to the draft I was allowed to read though I'm sure there will be one.
In the script, it is said that the Mind gem at this point is almost the last piece of the puzzle. Could this mean an attack on the Nova Corps takes place in GUARDIANS 2 or that there is a mid-credits sequence there? They do have the power stone as of GUARDIANS 1 ending.