Carrie Coon says that there's still a possibility for her to return to the MCU despite Proxima Midnight dying in Avengers: Infinity War. One of the four members of Thanos' (Josh Brolin) henchmen collectively known as the Black Order, Proxima Midnight mainly worked in tandem with Corvus Glaive. However, like the rest of their team, she, too, met her end in the 2018 culminating film from Joe and Anthony Russo.
Due to the sheer number of characters in Infinity War, not to mention the pressure of properly establishing Thanos who made his first proper MCU appearance in the film, the Black Order didn't get much screen time. Among the foursome, Ebony Maw was the ultimate standout thanks to his penchant for theatrics and drama. That said, Proxima Midnight had the coolest action pieces which included her three on one battle with Scarlet Witch, Okoye, and Black Widow in Wakanda. Unfortunately for her, the heroes proved to be too much as she met her end during that encounter.
Proxima Midnight may be dead in the primary MCU timeline, but that doesn't mean that there's no way for her or Coon to come back. The actress was recently asked during an interview with THR regarding the possibility, and she confirms that returning in future projects is on the table for her character because that's part of their initial conversation with Marvel Studios.
Yes, that is certainly the kind of conversation that an agent would engage in when looking into committing to those jobs. Yes, they want some verbal assurances that the possibility for additional work is not completely off the table. So, yeah, absolutely. It’s like, you know, being on Chicago Fire. You get killed and then you can’t come back for another year. (Laughs.) You want to make sure that we have job security, so we’re always asking that question. Absolutely.
There are few ways for the character or the actress to return to the MCU. Firstly, Proxima Midnight can appear in a project that's set prior to her death in Infinity War. Like Thanos, there's still so much to learn about the Black Order and it would be nifty if there's a dedicated film or TV endeavor that would chronicle their origins. For the supporting villains, it's particularly interesting to know how they joined the Mad Titan in his crusade. Since they're essentially adopted children like Gamora (Zoe Saldana) and Nebula (Karen Gillan), it's curious why they never developed any resentment toward the purple villain. There's a possibility of incorporating a version of the characters from another timeline as Marvel Studios fully explore the multiverse.
Finally, Coon can return to the MCU as an entirely different character after her stint in Avengers: Infinity War. There's precedent to this after Marvel Studio brought back Gemma Chan who played Doctor Minerva in Anna Boden and Ryan Fleck's Captain Marvel for Eternals. The Crazy Rich Asians will play Sersi in the upcoming Chloe Zhao film. Given Coon's acting ability, it's not out of the realm of possibility that she also gets the same treatment.