The "mysterious character" in the fifth episode of Falcon and the Winter Soldier is Valentina Aligra de Fontaine, played by Julia Louis-Dreyfus.
The character is directly from marvel comics and is closely related to both S.H.I.E.L.D. and Hydra.
But in the Marvel Cinematic Universe, it is the first appearance.
Because of the previous epidemic, the fourth stage of the Marvel Cinematic Universe, whether it is a movie or a TV series, has been delayed in the release and broadcast.
The movie "Black Widow" was supposed to be released before "The Falcon and the Winter Soldier", but now it is released later than the Winter Hunt.
After the fifth episode aired, according to extranet information, the Countess of Fontaine was originally planned to appear in "Black Widow".
Vanity Fair published an article in which they learned from sources close to the producer that Dreyfus was originally going to appear as Valentina Aliguera de Fontaine in Black Widow.
But there's no information yet on how much the character is in Black Widow, and it's not known if Marvel has changed that plan because of the current schedule adjustment.
So to sum up, this character first appeared in "Falcon and Winter Soldier", as to whether you can see this character again in "Black Widow", it is unknown.
With the last episode of "The Falcon and the Winter Soldier" still remaining, Black Widow is scheduled to be released in North America on July 9 this year.