When the hell was Mephisto mentioned in the Avengers (and in the MCU, why would Nick Fury or even Hydra think enlisting the actual Devil’s help would be a good idea?)
Mephisto seems like a good talker and we know he doesn’t always walk around looking like a red demon, so if SHIELD did enlist his help, it doesn’t mean they knew who he was all this time.
It might have been just a fun Easter Egg in Avengers, but we will have to see if that ever gets reference again.