I've been struggling to write for a while but I keep hitting a wall and mainly it's because I have no one to vent to about my issues with Avengers: Endgame. This isn't any kind of story, it's just me screaming into the void so I can maybe eventually...
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atasha and Melina appear to be in the same location which I'll go ahead and guess is some kind of hospital - which would match up with Yelena being captured and strapped onto a gurney. Plus the fact that these two have matching black and gold suits and Yelena's black suit as seen in stills from a couple different magazines is the same as one of the many variations the new Widows sport; makes sense. If you're gonna go sneaking around behind enemy liens - you don't wear white suits, you were black ones. They also blow this place up since Natasha's literally about to jump out the window and Yelena is seen running from an explosion (with a ponytail and the vest on) in a different shot. As for why Melina's play-acting and helping Natasha free Yelena - it's so she can give the heads up to Taskmaster, Taskmaster's goons and the Widows. I don't know where Alexei is during this sequence; but his red and white suit isn't entirely conducive to sneaking around so maybe he's the getaway driver on the outside.
After this comes the everyone versus Taskmaster stuff. The Widow's are seemingly nowhere to be found in the everyone v Taskmaster (or Taskmaster's goons) fight. For this fight, Melina ends up in a white suit (despite Natasha keeping the black one on for some reason). This fight is the one that turns into the sky fight which in turn leads to this:
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I suspect Alexei dies shortly hereafter and that's why the shot everyone freaked out about Yelena looking possibly dead in looks like it does. Yelena seems to maybe be in a bit of shock and Natasha is crying. The reason why I think Alexei dies; mostly cuz Marvel loves their formulas and the mentors always die but also because we have to remove all three of these people from Nat's life before the credits role and she moves into Infinity War. So Alexei dies, Melina is evil and I'll get to my several theories on what happens to Yelena at the end. Also Taskmaster and Natasha fight on their way down so he has to have landed somewhere amongst the wreckage leading to a confrontation on the ground that likely gets Alexei killed thus inspiring Natasha's 'I'll finish this myself' streak.
A ridiculously oversized government caravan (that people swear form set photos has Hungarian writing on it) shows up and Natasha appears to be facing them down herself. So if we assume Taskmaster killed Alexei; that leaves Yelena, Natasha and Melina to kill or at least stop Taskmaster before the caravan arrives. I say Melina helps them because I'm assuming the romantic interest between her and Alexei is genuine and goes both ways and so she's probably okay getting a little revenge/teaching Taskmaster a lesson for maybe going rogue and killing someone other than his primary target (Natasha). So if we assume Alexei is dead, Taskmaster is dead it incapacitated and a government caravan is closing in; Natasha has likely sent Melina and Yelena away so they'll be safe and she's the only one to get captured by (presumed) Hungarian authorities. Somehow she escapes custody - either she fights it talks her way out of the situation and goes on to finish the job of taking down the Red Room.
