Looks like they're setting up The "Winter Guard"
In the comics is the Russia's answer to the Avengers https://marvel.fandom.com/wiki/Winter_Guard_(Earth-616)
one of the members is Ursa Major which appeared in this movie https://www.comicbookmovie.com/black_widow/black-widow-actor-olivier-richters-confirms-that-his-character-is-ursa-major-the-mcus-first-mutant-a186487#gs.6ll4lw
Yelena Belova could be Red Widow which is another member as well as Red Guardian , they only need to introduce Crimson Dynamo and other members like Darkstar , Vostok and Perun.