Links to other villains

As a standalone villain who suddenly appears out of nowhere, there is a very real risk that Baron Zemo could come across as non-threatening and underwhelming. However, having him be part of something bigger would fix that.
Could he be plotting to bring back the Red Skull? Could he be building an army of supervillains? Could he even have links to the Mad Titan Thanos? After we’ve had so many superpowered villains, a human like Zemo needs some links to bigger things to make him threatening.
If it’s revealed in Captain America: Civil War that he’s plotting something huge – which would indicate that he’s ready for an even bigger appearance in a future movie – that would be awesome.
This next point is on a related note.
