After being one of the main antagonists in Avengers: Infinity War, Proxima Midnight didn't come back for Avengers: Endgame. While the adoptive daughter of Thanos met her grisly end thanks to Scarlet Witch in the third Avengers film, a past-version of the character does appear on-screen in Endgame, if for the briefest moment in the battle sequence, but without any real presence.
According to Tracy Letts, husband of Proxima Midnight's actress Carrie Coon, the villain didn't return because Marvel wouldn't pay her more money. "They said, ... 'you should feel fortunate to be part of the Marvel Universe'" Letts said in an episode of The Big Picture.
"I think they put her in it anyway ... We would've made a bigger deal out of this, but it would have involved us watching the movies and we weren't going to do that," he continued.
It seems like things didn't end well between Coon and Marvel, then. With the MCU moving on from Thanos now, at least she doesn't have to worry too much about being called up for another Proxima Midnight appearance.