As said before in here, the mysterious woman in the cave that we see in the Age of Ultron trailer (watch it again in here) might be a Black Panther connection - however, this theory is even thinner than the woman herself. We know that Wakanda will be teased (to say the least) in the movie, since Ultron will make his final vibranium upgrade in here.

However, it is a bit too much to introduce so many characters related to Black Panther, without actually showing him - it would be, in a way, as if the Avengers popped in any of the solo Marvel films we saw until now. If this woman is indeed a Dora Miljae, where is her king? (Claw is also rumored to appear in the film)

There are, however, some other more exciting theories as to whom that woman might be.

Age of Ultron will connect with Ragnarok and Infinity Wars

The said theory (coming from Mr. Sunday) suggests that Thor will go and search for Ultron's origins on a distant realm (as said in the Avengers: Age of Ultron promo cards, which are found in here, the AI is actually alien tech with which Tony Stark meddled). This will lead him into a confrontation that strips him of his powers (yes, there is another mysterious woman in the trailer, and she might just be Enchantress, which was teased several years ago by both Chris Hemsworth and Tom Hiddleston).

In the first trailer, the mysterious cave also appears and it seems that it has given Thor his powers back (or it still keeps him imprisoned). Which leads to one thing: that the cave is actually Hel (the Asgardian underworld) and that the mysterious woman is Hela (the ruler of the underworld).

Could she be Death?

Or else"¦ The same theory suggests that if the mysterious woman from the Age of Ultron trailer isn't Hela, then she could be Death herself. Yes, it is the same Death that Thanos wants to impress by destroying the Universe.

If it is so and Thor ends up imprisoned by Hela or Death, this means that he will stay there until the end of Avengers: Age of Ultron and throughout the entire Civil War, until Ragnarok arrives.

So the question is: is that woman Hela, Death or a combination of these two? Either way, this is a very interesting theory which explains the absence of Thor from the Civil War as well as laying the premises of Thor: Ragnarok and making a connection to the Infinity Wars.