There's a set video out of Edinburgh which might be Emily VanCamp (or a double).
Not sure...
The article writer thought it was Natasha but... the hair is clearly blonde. And she's not dressed in a BW suit - those are dark pants + a jacket. What do y'all think? She could just be a random stunt character.
The other video at the link might be Chris (or a double more likely) because of the costume but I hesitate because the costume looks all dark, no sign of the red, white and blue. I suppose he might have changed his costume since he's not officially Cap at the moment or something... Chris apparently isn't even over there but I did hear he confirmed he starts in April, so maybe they're just doing some stunt work before he flies over.
At any rate if that is supposed to be Steve then it probably makes it more likely the blonde woman is Sharon. Hopefully there's some more photos or video over the next few days.