In an interview for Cinemablend, Aaron Taylor-Johnson (Quicksilver) was asked if there was any version of the script where the superhero he plays will survive and here's his response:

"It's [the] Marvel universe. It was very much our intention to kind of go the way we did. There was a costume designed for whether"¦ if I didn't [die]. Which was fucking really cool. I was like, "˜Oh my God.'

I'm not sure if I really can really go down that realm, but you know, yeah, it was definitely an alternative, that I think they had to play with. But, it was very much set from the very beginning, and Joss had in mind to tell the story that he told"¦ and I was very game for that, as well, because I think it really gives [the movie] sort of an emotional twist to it. A surprise.”

Cinemablend also reports that there was chatter about someone in Avengers Age of Ultron destined to die, and furthermore they have analyzed the contracts of actors like Chris Evans and Chris Hemsworth. Aaron Taylor-Johnson seemed to have only one contract. Does this mean that Quicksilver is gone for good?

If we think of the joke about MCU characters, that they never really die let's see what the special features and alternative ending from the DVD/Blu-ray are about!