Many have wondered if Steve Rogers did some superhero-ing as well while he was back in time or did he just have a stress-free domestic life with the love of his life. Plenty of hardcore Cap fans believe that the latter is impossible as it isn’t in Cap’s nature to sit back and enjoy life while there are fights to be fought. There’s also the issue of the timeline. While the rules established in the film seem to suggest that Cap got married to Peggy of an alternate timeline (the Russo brothers have said the same too), Avengers: Endgame writers Christopher Markus and Stephen McFeely have previously said that Cap actually got married to Peggy Carter of the prime timeline. In an interview with ScreenRant, Markus and McFeely doubled down on their statement and even provided an explanation as to why Cap did indeed lead a chill domestic life when he travelled back. Markus said:

But that’s not why we sent him back. We sent him back so that he could become a whole person, and finally come home from the war. We didn’t want him to go back and just keep adventuring, we wanted him to rest. And the only way we could come to that solution is if there are two Caps. Which I’m okay with.” I’ve said it in my previous write-up but I’ll say it again, as lovely as the aforementioned sounds, it contradicts the rules that are set up in Endgame. Through the conversation, The Ancient One has with Bruce Banner, we learn that when a character travels back in time, he/she isn’t travelling within the same timeline, but to an ALTERNATE timeline, making it impossible for there to be TWO Captain Americas within the same timeline. As far as Cap not saving Bucky and Kennedy goes, I think it makes sense. The Captain America we see in the final moments of Endgame is different from the young man we met in Captain America: The First Avenger. He’s grown, evolved, changed. And like he tells Sam Wilson, he decided to take a page out of Tony Stark’s book for a change and just live life.

Avengers  Endgame Writers Explain Why Captain America Didn t Save Bucky When He Went Back in Time - 40