In the comic books, Baron Zemo assembles the Thunderbolts when The Avengers go missing. However, while his team is secretly a group of supervillains masquerading as heroes, they eventually decided to put their evildoing ways behind them and became heroes. 

There have been other iterations of the group, but Marvel Studios' Thunderbolts* is very much its own thing. That's evident from the absence of Daniel Brühl's Baron Zemo, the Captain America: Civil War villain who was brought more in line with his comic book counterpart in The Falcon and The Winter Soldier.

It turns out that in an earlier draft of Thunderbolts*, Zemo was going to be revealed as the one pulling the strings in a post-credits scene. Talking to Screen Rant, writer Eric Pearson explained how the villain once factored into the story. 

"I think there was a version of a tag written a long time ago, kind...