Guardians Of The Galaxy Vol 2 Teaser Breakdown: 15 Things You Must See

This looks suspiciously like Nebula has been captured by someone, and by the look of her costume, she's been in hiding.

That red costume blurred in the foreground suggests that whoever has her is affiliated with the red-wearing characters floating around in the scene immediately before it with Rocket and Yondu.

So that theory about the prison break might actually be on the money.