They departed the city last night, heading back to the “Men in Black” set.
Fans are now predicting that Thompson will reprise her Marvel character in the upcoming fourth installment.
» RELATED: Where 'Avengers: Infinity War' filmed in Atlanta
With Thompson’s Valkyrie absent in “Avengers: Infinity War,” fans wondered whether she had died in “Thor: Ragnarok” and whether she’d make it to the new film.
“Avengers 4” is currently undergoing reshoots and will hit theaters on May 3, 2019.
"The current rumour is that it will be called 'Avengers: End Game', but we might not get confirmation of that until the end of 2018," Digital Spy reported last week.