Avengers: Endgame could've included the original 2014 Nebula with hair based on new concept art for the film. Introduced as a side-villain to the Marvel Cinematic Universe in 2014's Guardians of the Galaxy, Karen Gillan has since seen her role as Nebula expand. She became an unlikely hero in Guardians of the Galaxy Vol. 2, but was a fully-fledged hero by the time Avengers: Endgame reached its conclusion.
However, this heroic version of Nebula is not the only one who was included in the 22nd MCU movie. Thanks to the time travel component of the plot, another version of Nebula appeared from 2014. This was the point in her life when she was still completely loyal to Thanos and eager to prove she was better than Gamora. While the 2014 Nebula was killed by the regular MCU's Nebula in Avengers: Endgame, we've recently seen concept art showing an idea for her to wield the Infinity Gauntlet just like Nebula did in the comics.
Thanks to new concept art from The Art of Avengers: Endgame, it now appears the movie almost included an even earlier version of Nebula - with hair. The addition of hair is based on her original look in the comics. The art for Avengers: Endgame comes from Director of Visual Development Andy Park, who explored designs for Nebula pre-Thanos' torture made her into a cyborg.
This would have been before she was tortured and reconstructed by Thanos making her half machine. I definitely looked at the comics for looks of her hair. I was still trying to convey Nebula's badass look by giving her hairstyles that kept with her character. But at the end of the day, that didn't make it into the movie.
Nebula having hair could've been a nice Easter egg for Marvel Comics readers to pick up on in Avengers: Endgame, but it also might reveal plans for the movie to go back further in the MCU timeline. The movie does feature a past version of Nebula, but the 2014 Nebula has already changed dramatically from her years with Thanos. She has many technological upgrades and is clean-shaven. The MCU has never shown Nebula prior to this form, but Park's art appears to be of a pre-Thanos Nebula, one free of cyborg enhancements and with her hair.
Even though Avengers: Endgame didn't bring this version of Nebula to the screen, there is a chance that this could happen down the road. The character is expected to be featured in Guardians of the Galaxy Vol. 3 as a core member of the team. With the search for Gamora potentially driving the plot, it is conceivable that the movie could show more of Nebula and Gamora's past relationship. This could be how the MCU shows when Nebula came to know Thanos and how physically transforming these years were for her. If that is the case, then perhaps some of Park's unused designs for Avengers: Endgame could be utilized in the future.