Thor missed the Thanos’ head not knowing that a blow to his chest with the Stormbreaker was not enough to put a halt to Thanos. The first trailer of Avengers Endgame featured a brief shot of Thor, where he could be seen looking tensed probably after what happened in Infinity War and how he might think it was all his fault. At the same time, he also looked desperate to have another meeting with Thanos.
And in the Super Bowl TV Spot, we saw Thor at an unknown place and Rocket’s whereabouts are also a mystery. Now, we both saw this duo make a great team in Infinity War and stands to reason that they still are together. So, it’s possible that Rocket went with Thor wherever Thor went to.
As formulated in a theory by ScreenRant, Thor and Rocket have left the Avengers to search for the remaining Asgardians who were lucky enough to be spared by Thanos in the starting scene of Infinity War. The shot of Thor where he is seen in some kind of spaceship could very well be the pod the Asgardians escaped in. But seems like Thor doesn’t find anyone there and wonders if every one of those turned to dust owing to Thanos’ Snap.
Now considering that Valkyrie will feature in the movie, we can say Thor and Rocket do find the remainder of the Asgardian populations, whereupon Valkyrie insists on joining Thor to avenge the dead ones. So, Thor and Rocket, with Valkyrie turn back to Earth where they will learn that Captain America has forged a plan to undo the Snap, probably after the information about time travel supplied by Scott Lang.
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