At a recent panel during ACE Comic Con, Elizabeth Olsen, who plays Wanda Maximoff or Scarlet Witch in the Marvel Cinematic Universe, shared some behind the scenes info on Avengers: Infinity War and we got some insight on how MCU is able to keep its secrets, well, secret. One thing is they do shoots and reshoots at the same time. Olsen said “We kind of edit as we go. If they know that we have to reshoot something that was like two weeks ago. They are so on top of it. We were doing reshoots and shooting at the same time. We’d have these like splinter sets that they would build instead of building the whole location.” By doing these at almost the same time, it reduces the speculation about what exactly is happening during filming.
Another way the Russo Brothers were able to keep that big finale a secret was by only letting the actors know what was happening on the day of filming. Olsen said, “I found out from the Russos exactly what was going to happen, and it wasn’t until we shot it on that day we learned what the ending was. They took us into a van—all of us—we were in a van with air conditioning because it was very hot, and they told us how the movie was going to end, and no one knew. And they were like ‘Now we’re shooting it, Go!’ and we were like ‘How are we supposed to interpret that?’”
Source: Comic Book.com