From Marvel Studios News:
Marvel Studios doesn’t really employ snipers, but the studio is serious about keeping secrets. One of those secrets is Jude Law’s role in Captain Marvel. He may be Mar-Vell, as many fans assume, or he could be someone else entirely.
“I can’t tell you who I am,” Law said on The Late Show with Stephen Colbert. Law wouldn’t even give the slightest hint, as he shared a hilarious story about just how intense Marvel security was on set.