Citadel on the Edge of Vengeance - S2-E8
Question: Mary talks about her time in Sokovia, a country which featured heavily in Avengers: Age of Ultron. But as far as the MCU has covered, it was only the Avengers who fought there, against Ultron and his army. Mary talks about being special forces and how "Sokovians like knives." What were US troops doing there, and why were they fighting the Sokovians? The altercation with Ultron seemed like everyone would be on the same side, trying to save lives.
Answer: Sokovia is a nation in the Iron Curtain. It is just as likely for a US operative to end up there as any of the other former Soviet nations. There is no reason to believe she was there at the same time as the Avengers. It was likely some form of covert mission there years beforehand.