On May 15th, Frank Grillo posted a photo of himself on his Instagram account playing Brock Rumlow / Crossbones on the film set of Captain America: Civil War in Atlanta, GA. On May 21st, he posted a photo of himself on the set of Captain America: Civil War and he wrote in comment that he is out of Atlanta and that he came, he fought and he conquered . That leaves us in question and we can assume one of these following theories:
1) Brock Rumlow / Crossbones has finished filming for Captain America: Civil War and he will only appear in the scene probably set in Wakanda.
2) Brock Rumlow / Crossbones will appear at least one more time in the movie and he meant in his comment that he has finished filming in Atlanta only.
If you have other plausible theories to share, do not hesitate: we can understand much better if you share your thoughts.
[UPDATE] Frank Grillo posted a comment on his Twitter account saying the following: " To answer all those who think #CROSSBONES is done ....... Don't get caught w your guard down. #MayhemNeverDone #x " It looks like my second theory could be the most plausible one.