There are a lot of articles about the Box Set and IGN have a video going through the contents, but I can't find mention of what is actually on the Phase 2 disc. I'm sure someone will write up a review of what's on it before too long.
And Robert Redford is in the next Captain America movie? Could be Fury's boss by the sound of it. Wonder if he'll also make it into Avengers 2?
ETA - These guys on the blu-ray forum are saying there is no preview footage of Thor 2 on the bonus disc.