Here is how the epilogue and Thanos gives Dark Eagle, Dark Ultron, and General Zod their mission in Code Red enters the Nightmare before Christmas.
(we see a moon)
(cut to Dark Eagle, Dark Ultron, General Zod, The Grand Duke of Owls, Team Rocket, Nebula, and Black Dwarf sitting at the bottom of some stairs)
Dark Ultron:(to Nebula) So... you're Thanos' daughter.
Nebula: As a matter of fact I am.
The Other: (comes down the stairs)
Everyone: (stands up)
The Other: The master will see you now.
(they walk up the steps to a giant throne)
Nebula: Father. Our recruit is ready to meet you.
General Zod: Lord Thanos. I present to you, Dark Ultron of Earth.
(the throne turns to see them)
(sitting in the throne is a giant purple man wearing golden armor)
Thanos: Rise, dark warrior.
Dark Ultron:(does so) I live to serve you, Lord Thanos.
Thanos: I have an assignment for you, Dark Eagle, and Zod.
Dark Eagle and General Zod:(rises)
Dark Eagle: We are ready to leave when told to.
Thanos: I want you to steal this staff.(shows what the staff looks like) And if you see Palpatine or Vader, or both, destroy them.
General Zod: Yes my lord.
(Thanos smirks as the screen goes black)