According to the website 'The Cosmic Circus', Captain Carter should return for the third season of What If...? and will be one of the characters in play in the film Avengers: Secret Wars
The scene where Ethan asks Grace if she trusts him and she shakes her head no and then corrects herself by shaking her head indicating that yes, she trusts him, was Hayley's mistake.
She was tired from all the effort required for the train scene sequence. And Hayley was actually very scared while recording the scene.