So, Julie Delpy and Linda Cardellini end up on a list of cast members attending the premiere for Avengers: Age of Ultron. SlashFilm sees this and reaches out to Disney to ask if they are, indeed, in the cast and Disney confirms that they are.
According to the site, “Disney confirmed that having Delpy and Cardellini on the Avengers Age of Ultron cast list for the premiere was not a misprint. Beyond that, there was no comment.”
So, we’re left speculating what roles they are playing, but it’s more than likely that they are smaller roles more along the lines of a cameo than anything else. Unless Marvel is going for some big flash-bang-kapow surprise within the film itself, it seems unlikely that they would announce a role like Captain Marvel in this way.