the Tesseract end up with Mar-Vell
according to the MCU?
as Howard Stark found the Tesseract under water in Captain America: The First Avenger, why did Fury not have any knowledge of the Tesseract?
So, official Tesseract timeline:
Captain America: The First Avenger
• hidden for thousands of years in Asgardian mural, uncovered by Red Skull
• burned through hull of plane, fell into ocean
• recovered by Howard Stark soon afterward, taken into possession by Strategic Scientific Reserve, later to become SHIELD
• given to Dr. Wendy Lawson to research for Project PEGASUS, a secret multi-billion dollar SHIELD research project. she was secretly Mar-Vell, a rogue Kree secretly using the tesseract to build a secret lightspeed engine to secretly save the Skrulls. secretly.
• kept on Mar-Vell's ship in orbit above earth, used to power lightspeed engine
• in SHIELD's possesion after being swallowed by Goose, vomited onto Fury's desk
• presented to Dr. Selvig to research just before The Avengers
• incorporated into portal machine, used by Loki to open portal for Chitauri
• after Loki's defeat, used to transport Thor and Loki to Asgard, kept in Odin's vault
• stolen from vault by Loki while he was there to summon Surtur to cause Ragnarok
• on Asgardian escape ship on path to Earth
Avengers: Infinity War
• taken by Thanos, breaks casing to expose Space Stone, incorporates into Infinity Gauntlet
• used for The Snap
• chilling on the back of Thanos's hand on a farm somewhere
Link - by u/the_infinite
As to the question of why Fury didn't know, can be because he wasn't the SHIELD director at that time. Just an agent with lower clearance level apparently.