Just like in Infinity War, the Red Skull pops up on the planet Vormir in Endgame. The former leader of HYDRA, who is first seen in The First Avenger, was banished to Vormir to guard the Soul Stone after he tried to use the Tesseract. He explains the Soul Stone's rules to Thanos in Infinity War and he does the same for Natasha and Clint in Endgame.