I think an angle that would work really well thematically for the Hulk sequel is "fear".
Ever since becoming the Hulk, Banner hasn't felt fear. Not in the purest sense of the word. He's had bouts of depression, nihilism, existential dread et al, but he hasn't viscerally feared for his life. Not when Black Widow and dozens of SHIELD agents had guns trained at him in Calcutta. Not when he fell thousands of feet. Not when the Chitauri swarmed the Hulk in NY. Not against the Abomination. And certainly not when the Hulk went up against a puny god. Maybe he will against Ultron, but we'll cross that bridge when we get to it.
What if an enemy (Leader would be my preference) came up with some way to absolutely end Banner and by proxy the Hulk? How will Banner deal with the fact that the "indestructible" Hulk turns out to be something of a misnomer?