What happened between the first after credits scene of CATWS and Age of Ultron.
(title is an extract of The Snow Queen by Hans Christian Andersen, and a reference to the splinters of the mirror in the eye of the boy in the story, which serves as an analogy to Clint's situation with Loki's mind control in this fic.)

/!\ MAJOR CAPTAIN AMERICA: THE WINTER SOLDIER SPOILERS /!\

The moment he set eyes on it, he felt his entire body tense.

His heart skipped a beat, and he forgot everything about what he was supposed to be doing right that instant. The only thing that mattered, was that this stupid scepter was right in front of him, on a display unit.

He could feel its glow, pulling him in, like the song of a siren. He could remember the cold that spread through his chest as Loki had touched his heart with the spear. He felt his fingers go numb.

"Get moving, Jones." The Baron urged him on, as Clint broke eye contact with the scepter, and moved along, holding the scealed box he'd been given.

He was undercover for SHIELD, had been almost since New York. He'd been sent to Von Strucker's castle by Fury, for two reasons: the first was that Fury only trusted him to get this mission completed, and the second was that Fury didn't trust the council and wanted Clint off the grid until the heat about Manhattan had cooled down.

He put down the box on the table, next to the scepter, and had to keep himself from staring into the blue abyss right in front of him. A loud bang caught his attention, and he saw Pietro Maximoff – one of the twins the Baron held captive – hit himself against the glass, as he ran, and ran, and ran some more... Frowning, he moved back from the table, and watched the Baron who was talking to another HYDRA agent.

Clint stayed silent, as he listened. However, a red glow coming from the other cell caught his eye as he was listening, and he made eye contact with the other twin, Wanda Maximoff. She smiled at him, and he knew she knew who he was. Fury had briefed him on who the twins were and what they were capable of, but he hadn't expected them to know. Maybe Pietro didn't know, but she sure did.

Putting his finger up to his lips, she turned her attention to the toys in her concrete cell, ignoring her surroundings.

"Jones, keep an eye on the twins. We have business to do elsewhere," the Baron told him, as if he were but a soldier on a chessboard, and the two men left Clint alone in the room.

Clint had been undercover for almost a year, now. He'd passed tests, all kinds. Physical. Mental. Languages. Knowledge about HYDRA. The good thing about having Nick Fury being aware of HYDRA's growth within SHIELD is that any intel he got went to Clint, in preparation of this mission.

The room suddenly grew very quiet. Pietro stopped running about and sat down on his bed, watching Clint. Even Wanda had put down her wooden toys to look at him. He felt their eyes on his shoulders, and he tried to square out, knowing that there were ears all over the room.

And then, he felt it again. The pull, emanating from the scepter. At the same time, the three pairs of eyes turned to the Asgardian weapon, and Clint felt it pull at him. He could hear Loki's voice inside his head, and he could remember all too clearly everything he'd done in Loki's name.

"You could break it, you know," he heard Wanda tell him, through the glass wall. The archer looked up at her. He could feel that he was breaking a sweat, and that he wouldn't be able to stay there. He wanted to take the spear, and to feel that power within him again.

"Break it? That's not going to work," he answered, and he saw her smile, as she took up one of the wooden bricks. She traced the edges with a smooth finger, nonchalantly.

"Why don't you try?" she then added, and she put the toy against the glass wall, showing Clint what he couldn't see before. The word "HELP" was engraved in the wood, burnt into it, by her finger.

Swallowing, Clint stood over the scepter. He knew that the Baron would be gone for a couple of hours, but he didn't know if there was some other sort of security in the castle. HYDRA had just been displayed on the internet, he'd heard in his ear device, and some of their leaders had been killed.

"Take it."

The witch, the Scarlet witch urged him on.

"And break it."

And suddenly, it all made sense. What were the chances that someone would be around and see what he was doing? What were the chances that he wouldn't pull this off?

His orders were to retrieve the twins, bring them out, bring them in. Pietro sat quietly, watching on, his forehead pearling with sweat, his hands trembling.

He took the scepter. The moment his hand made contact with the shiny metal from another world, he felt his entire being glow with the power he'd felt instilled upon him by the God who'd owned this spear once upon a time.

He felt the spear recognize him. Like an old friend, it crept through his hand, all the way up to his shoulder. He felt the prickle of ice and cold across his skin, all that was red and warm leaving him. But he couldn't let it go.

He picked it up, and as he felt a gentle wave of fear rise in his heart, he instinctively knew what to do.

"Move," he stated, as he took a couple of steps back. The witch moved to the far edge of her cell, and her brother moved to the far edge of his cell.

Right as he felt the burning cold reach for his heart, he summoned every single memory of Loki's mind control, and with a surge of hate and fear for his own sanity, he raised the spear, pointing at the wall between the two cells.

A shiny blue light came out of the spear in a flash of lightning, and with a thunderous growl, the wall was split, and the glass walls broke, opening the cells of the twins.

The siblings moved to the edges of the hole in their cell, and crept out of them, watching Clint, who couldn't let go of the spear. Pietro disappeared in a flash, and left the Hawk and the Witch to look at each other. Clint felt the grasp of the power within the spear reach out at him, lash out, to punish him for using it against its will.

"Break it," the witch whispered at him, and it was enough to recall what he was supposed to do. He thought of Natasha, who'd just helped take HYDRA down. He thought of Stark, who'd tackled the Mandarin on his own. He thought of Thor, who'd had to deal with another threat in London. He thought of Banner, who was battling his own demons, in the Australian outback.

And he knew. With the smirk of the witch to push him, he turned the spear, and grabbed it with both hands.

And then, he raised it up, as high as he could, and he lowered it as fast and as hard as he could against his thigh.

It was as if the spear had cried out. He felt it break on his thigh, and the light that exploded from it almost knocked him out, but the worst was that it felt as if a part of his heart had been pulled out when the spear broke. Like someone had taken a shard of mirror and taken it out.

When he looked up at Wanda, she was smiling.

He was still holding the two pieces of the spear, but there was no more blue. No more voices. No more magic.

The room was but a regular room he had to break out of, now.

He could do this.

"Let's go, Wanda," he stated, as he moved to the side, her brother appearing in the doorway.

"They're coming, we're going to have to fight our way out of here," Pietro stated.

And, even if that sentence should've made Clint uneasy, he didn't care.

The pull was gone.

The dagger in his heart had disappeared. He couldn't feel it anymore.

For almost a year, he'd been burdened with a weight he didn't know existed.

And, as they prepared themselves for the fight out of there, he and Wanda shared a glance. And he knew, that she had just made his life a lot more easier.

There. Ever since I saw the scepter in the post-credits scene in CATWS, and the set pictures of Clint rescuing/working with the twins in Italy for AoU, I haven't been able to shake this headcanon.
Reviews, or comments are more than welcome, of course 3