Ah, damn. It's hard to keep track of them all. Anyway, they're not going to end the Avengers with the Avengers fucking losing, are you insane? :lol They aren't going to want to know "Man, what does Thanos do know?", they're going to go "Man that film was poop" and never see a Marvel film ever again. Spoiler warning, because here's how Avengers 2 ends: the Avengers fucking kick Thanos's teeth in.
As others mentioned, you obviously haven't seen The Empire Strikes back. Using a second film in a trilogy (or second act of a 3 act story) as the heroes' low point is not unheard of and is actually typically effective in storytelling. People expect the Avengers to win every time because they are the good guys. By defying expectation, even once, you completely throw the formula off balance and get people even further invested in how the matter will be resolved. Besides, Thanos -is- the most powerful enemy they could throw at them (basically, anyways) it would only make sense for him to actually be victorious the first time around...especially since Thanos has "won" multiple times int he comics as well. If anything it would be keeping in character and it will only make when they -do- defeat him more satisfying. I can honestly see Thanos being the "main" badguy in the MCU from here on out...that includes in A2, GotG, and A3.
Anyway, your second point is null by way of Cap 2 having basically nothing attached to it at the moment either, beyond a bunch of potential directors, the screenwriters and Chris. Likewise, Doctor Strange has nothing for it either. Beyond Thor 2, all projects are pretty much up in the air- Cap 2 could go in like a million different directions. They haven't even said if Sam Jackson is back, or Renner or Johansson or Smulders. At least Thor 2 has a confirmed list of returning duders. Things don't say secret- except when things are too early for anything to leak, just like Cap, just like Doc Strange (they hired writers in 2010- not a peep since), just like Ant-Man and just like Guardians.
My point isn't null. You are right that no director has been confirmed for Cap 2 yet but there -is- a script and some actors -are- signed on already. Plus there is a solid release date already locked in for it. Cap 2's cast list has not been fully announced yet but that is because casting isn't complete. Thor 2 is the exact same way at the moment. Ant-Man also has a script and director attached but nothing further. Last we heard Doctor Strange has a rough script. GotG, as far as we know, has no script, no director, no actors, and no release date. It is a completely different matter than Cap 2, Doc Strange, or Ant-Man.
I imagine guardians will mainly be thanos movie and show how dangerous he is, at theend some survivor from guardians go to earth and warn avengers. It will lead directly to avengers 2
It depends largely on what GotG is. If it is an adaptation of Annihilation or Annihilation Conquest then that won't happen (in fact he is only in one of those...and the actual Guardians are in the other....but I can see them branding both as "GotG" for a trilogy of -that- franchise, then using Thanos Imperative as the last film). If however GotG is a new story simply utilizing the characters (which I am also all for) then anything can happen. I do highly doubt though that GotG will be used to set up Avengers. Maybe the other way around or just completely disconnected other than possibly Thanos being in both. Either way though the GotG are supposed to be more powerful than the Avengers collectively so it doesn't really make much sense to have them being the ones losing to Thanos first. I could see a situation where both lose and then have to come together or something but it would be redundant probably to have Thanos win both times. Anyways, this is all just speculation at this point.
The bottom line is Thanos makes a great antagonist for the MCU as a whole and I wouldn't be surprised to see him in both GotG and Avengers, possibly with completely different stories. I still don't expect GotG to happen any time before A2 is out though.