While held captive, the modern Nebula attempted to convince her younger self to abandon Thanos and his plot. Instead, the Nebula of the past stole her future self's identity and her Pym Particles and used them to take her place in the present.
While one might say he uses the Pym Particles that future Nebula brought with her, she only has enough for her return trip back. The 2014 Nebula, who is still loyal to Thanos, uses those Pym Particles to travel back and go undercover to open the Quantum Gate in 2023 so Thanos's ship can travel forward.
And though you might expect 2023 Nebula to start bleeding out or disappear, she's completely fine. That's because when 2014 Nebula traveled to the future on Thanos' orders, she created a split timeline.
Nebula mentions in endgame how he always said that when the snap happened, the sisters and Thanos would retire to a quaint little planet and live peacefully forever. Subconsciously the snap was affected by that principle.
The Avengers: Endgame ending saw Steve Rogers use Pym particles to venture through the Quantum realm and travel through time in order to return all the Infinity Stones to their original place in the timeline. Then, instead of returning to the present, he chose to stay in the past and spend his life with Peggy Carter.
How did Thanos bring his ship to the future? | AVENGERS: ENDGAME | Pym particles and Time-Space GPS
Why did Captain America age but Bucky didn't?
Bucky owes his youthful appearance to repeated cryo-freezes orchestrated by the Russians. He possesses no super powers and never received a form of the Super Soldier Serum as many assume, but continues to operate at peak human ability.
In the movie "Captain America: The Winter Soldier," it is revealed that Peggy Carter has children and Steve Rogers is their father. The writers of "Avengers: Endgame" confirmed that Steve is the father of Peggy's children and that they likely have super soldier DNA.
Thanos never cared much for Nebula, even going so far as to say in Guardians of the Galaxy that Gamora was his favorite. That could be because, to Thanos, Nebula was nothing more than a means to spare Gamora while still obtaining the Soul Stone.
Because she does not have a history with the Guardians, she does not reunite with them at the end of Endgame. Instead, she starts her own journey while Peter Quill is left mourning his dead girlfriend despite the existence of another version of Gamora in his universe.
Nebula never knew that the cost of the soul stone was to lose whom you love most. All she knew was that Thanos went to Vormiir with Gamora and she wasn't with him when he left.
Vision wasn't made in 2014, which is when Nat, Clint, Nebula, and Rhodes went. It's the same reason why Heimdall, Loki and Gamora also didn't came back by Hulk's snap! They died in Infinity War but not got snapped out of existence...
A Galactic Antagonist. As a youth, Nebula grew up in a torturous environment created by Thanos. Having the Mad Titan as a parental figure would have been bad enough, but she was also constantly compared to her surrogate sister Gamora. Thanos openly favored Gamora, which drove Nebula mad with jealous rage.
Some time ago, Thanos killed Nebula's family and adopted her as a daughter, raising her to be a galactic warrior on his behalf. It is most likely that the Mad Titan had wiped out half her species, like he did with so many others, in his “noble” quest to bring balance to the universe.
A quick, comedic scene in Vol. 3's Orgocorp heist teases some potential romance between Peter Quill and Nebula, but James Gunn claims that it was never going to become anything more (per The New York Times).
But what we do know for sure is that Nebula is a Luphomoid. In the Marvel Cinematic Universe, Luphomoids are a humanoid race notable for having blue and/or purple colored skin. Although, Nebula had some of her limbs replaced with various robotic parts after getting severely injured while Thanos was training her.
However, Red Skull saw his true intentions, informing Gamora that Thanos was, in fact, weeping for Gamora, as he truly loved her as a daughter, and was heartbroken that he had to sacrifice her to get the Soul Stone. Disbelieving, Gamora could not comprehend that Thanos ever showed genuine love for her.
Nebula's feelings on the death of Thanos are understandable, especially with the way Gillan broke it down in her quote. Despite his abusive nature, the Mad Titan was the only parent figure that the character has had for a long time.
Over the years, Gamora became Thanos' favorite child, and he considered her the future heir to his throne, which only strengthened the growing wedge in her relationship with Nebula and in time, Gamora built up the reputation as the "deadliest woman in the galaxy" and became well known throughout the cosmos.
Nebula's attempt to kill Thanos fails, and she is instead captured and tortured on the Sanctuary II. In 2018, Nebula is used by Thanos, who had captured Gamora, to convince Gamora to reveal the location of the Soul Stone.
The idea of Captain America not being a virgin is not bad in and of itself. However, the how and when it happened ultimately hurts Steve and Peggy's MCU romance. Captain America losing his virginity to a USO girl in 1943 means that he did so while very clearly having strong feelings for Peggy.
We know from Captain America: The Winter Soldier that Peggy got married and had two kids, and Endgame seems to confirm that her unseen husband was actually Steve Rogers post-time travel.
