Set sometime during or before the climax of TFATWS.
The mission was botched, the adventures nearing an end, and the three-man dream team had officially broken up.
And Zemo's last hail mary was a royal failure when Bucky refused to shoot him. Except, what followed after, the baron hadn't anticipated even in his thoughts.
And now, he was the soldier's - nay, James Barnes' prisoner. Shacked up at remote, unyielding location, with no future date - or merely the possibility of one, for parole.