Joss Whedon recently stated The Avengers: Age Of Ultron Blu-Ray would feature lots of deleted scenes, and now expands upon that in a podcast with Empire.
Getting right to the alternate ending, Whedon says it featured Quicksilver. Whedon said they actually shot footage of Aaron Taylor-Johnson as a New Avenger: Quicksilver wakes up from all his bullet wounds, and then was shown next to his sister, Scarlet Witch, at the end of the movie along with a new costume. Whedon stated the reason for filming the additional Quicksilver scene was because he wasn't sure if the Marvel executives were going to let him kill off Quicksilver, as maybe they could have another "franchise," but the execs obviously didn't mind the death. Regarding why he killed off Quicksilver, he compared it to The Five Rings where all the elders survive and make it, but the younger characters die. Whedon also went on to state that he had hoped with it getting out Johnson signed a "multi-picture" deal, that it would throw audiences off. Whedon also hoped it wouldn't get out that Jeremy Renner was going to be in further Marvel movies, as he teased Hawkeye's death a lot in the film, but alas that didn't happen (Renner is in Cap 3). Whedon also joked about people tweeting about the Avengers 2 script on Twitter.
Tom Hiddleston/Thor cave dream
Whedon also explained what happened with Tom Hiddleston. The Thor hex dream cave sequence was supposed to feature Tom Hiddleston as Loki as more of a spirit guide. Whedon was also going to include a joke referring to Loki being king from Thor 2 (Hiddleston doing an Anthony Hopkins impression). Whedon said Marvel stated they couldn't sign Hiddleston for the scene, so they offered Idris Elba, whom Whedon was more than happy to have. Whedon then ended up seeing Hiddleston and asked Hiddleston if he would like to be in Avengers 2, which Hiddleston agreed to. The Marvel execs ended up deciding to cut Hiddleston as they didn't want to introduce him this way and this late (my note: no worries Hiddleston is confirmed for Thor 3). Whedon also said the execs wanted to cut the Thor cave scene in its entirety, and at one point gave him an ultimatum: the cave scene or the farm house. Whedon stated he was exhausted and was ready to give in - they were just going to have Thor fly away and come back to explain things - but the editors working on Avengers 2 helped save the cave scene as it was necessary to tell the story surrounding Thor. Whedon also said a lot of the cave scene featuring Chris Hemsworth was cut, which was really great. Why it was cut was because it didn't fit with how Thor was portrayed in the movie (my note: Whedon seemed to insinuate the Thor cave scene was real serious, but Thor in Avengers 2 was more comical. At least that is my interpretation). Whedon also said the execs weren't too big on any of the dream scenes in general (my note: The mysterious woman in the cave was cut as well.)
Another deleted scene was between Scarlett Johansson and Mark Ruffalo. Originally, Whedon had Ruffalo deny Black Widow's advances in the room scene. Marvel came back with it that they should wait until the end of the movie for that, which Whedon liked.
Regarding Planet Hulk, Whedon never had any intention of shooting the Hulk to space, and as far as he knows there is no intent to make a Planet Hulk movie. What Whedon wanted to do was reference Banner looking up at the stars when he said, "Where in the world am I not a threat?" Whedon said he wanted to leave people with the idea that - if this is the last movie - that Banner/Hulk may have left the world behind. Whedon said he thought there was something enormously poetic about that and at the same time something enormously misleading about that ("because they don't plan to make Planet Hulk as far as I know"). The Marvel execs said no, to just use sky, no stars.
Other things cut or didn't get to happen:
Whedon also said he came up with the idea for Vision to pick up the hammer on a whim. Whedon already had the party scene and the Quicksilver scene, and then joked with producer Jeremy Latcham about Vision picking up the hammer, and thought Kevin Feige would hate it. Latcham apparently writes everything down they talk about, but forgot the Vision hammer pitch. When Feige came in and they went over the notes, Whedon joked about the Vision bit, with Feige questioning Latcham. When Feige heard it he loved it and remarked to Latcham, "So that's the thing you forgot to write down?"
Whedon let it be known he shot and came up with the Thanos mid-credit teaser, which featured Josh Brolin.
Listen to the full podcast below. It's the first 30 minutes: