as far as I'm concerned he created a parallel reality where he and Peggy save Bucky and they have a three-way marriage and root out Hydra and basically create a much better reality

THIIIIIIIS. As far as I'm concerned, this is absolutely what happened.

I'd been spoiled for Natasha's death (I knew the risks when I bought a ticket for the second weekend instead of the first), but not for HOW she died. When she and Clint went after the soul stone, I had such an intense moment of disbelief, because THAT'S HOW THEY'RE KILLING HER?? REALLY???? It totally should've been Clint.