Nicky Fury: Not even the writers know.
The LA Times asked the screenwriters for Civil War this question directly.
I'm curious. Where was Fury?
Stephen McFeely: I'm curious too!
Christopher Markus: We called him, but he let the line blink. Primarily it felt like one too many possible opinions. We didn't want him to take one side or the other, because that's not his place in the universe. And then we didn't want another, "Is he still with the government? Is he opposed to the government but supporting the government?” It got to be the potential for a lot more polemic discussion that the movie did not have room for.
Samuel Jackson spoke with Collider and said
But I’m not in Captain America 3. I can’t figure that out, but I’m not. I guess I’m still out there, trying to figure out what happened to S.H.I.E.L.D. and who these other people are.
Maria Hill: if anyone knows, they're not saying
The Daily Beast asked Cobie Smulders if she was even going to show up in Civil War or Infinity War, and she dodged the question entirely.
Will we see you pop up in Captain America: Civil War or the Avengers’ Infinity Wars films?
That’s really sweet that you asked me, but I can’t talk about that. I’ll get in trouble!