I do think we'll know for sure by the end of Thor 2. If there is even one hint to a villain (besides Loki) surviving The Dark World, I'll pretty much be 99% certain at that point.
I'm worried we won't know for sure... That we're supposed to not know about some of the Masters' secret plans until it's too late, and it's semi-sprung on us in Avengers 2 like some of the characters. That instead of any sort of clues to the next movies it could continue in a similar way (possible hints within the movie) until Cap 2 and the Shield show where some background info might be filled. As mainly a standalone with only a few tiny hints as to what may be going on in Avengers 2. However, I really do think the Other has to be in that movie, and Thanos is somehow referenced in Thor 2.
The thing is, there's also been comments about how CA2 is where secrets will be revealed. that it's sort of a political thriller. Even Widow's look is a little bit styled after her Secret Avengers look... Cap is working for Shield but Fury might have a disagreement with his boss/old friend.
In the comic Redford's character is around when Shield is being secretly overrun by the Deltites, shapeshifters that can replace people and copy their powers.
So, instead of deltites the Space Phantoms are originally from a planet Thanos has conquered... We start to find out all about the Masters evil plots within Captain America 2, but they're more like Acts of Vengence at this point, taking on the Secret Avengers in a massive conspiracy thriller that will show the many personifications of Killian's evil and how Tony was right during the investigation scene, Mandarin means adviser to the Emperor. killian was just one of the heads of Hydra, Zemo, and Zola's hidden Empire of multinational umbrella corps and false fronts, financial institutions that have been defrauded by Zemo as his side of the surprise attack.
Alexander Pierce, Fury's boss does accounting and stumbles onto Zemo siphoning money, even out of Shield. At the same time he has bigger probs.
He can't trust Cap and Fury -- they think Zemo's plot goes back decades (and it does...). But Cap and Fury sound crazy when they go rogue because they can't tell who or what is secretly overthrowing Earth.
Turns out it's space phantoms (Thanos's elite spies) and the Masters.
The Masters have secretly taken control of key positions over society...
However so have some aliens that scare even the Masters...
That's my full theory lol