I came up with a theory on how Vision came to be that connects everything together.
Let me know if you think this doesn't work.
So we know that Tony creates Ultron, and Ultron creates The Vision.
in the comics, Hank "Ant-Man" Pym creates Ultron, and Ultron creates The Vision from the android body of Original Human Torch, which was seen back in Cap 1: TFA.
so how do we tie all this together for an audience that has never read a comic in it's life, is only familiar with most of these characters through the MCU and have it all connected in a way that makes you want to watch everything MCU to make sure you never miss anything?
Well, we know that Tony creates Ultron, and we can speculate that he
stole "borrowed" the design from Hank Pym
see: Alternate Schematics in bottom left corner
We can assume that Hank Pym at some point worked with SHIELD some few dozen years ago before retiring, so it's not unreasonable to think that maybe Tony didn't have access to Pym and his work when he dug through all of SHIELD files, or maybe Pym used to work directly with Howard Stark before he was assassinated by The Winter Soldier.
So, maybe at some point after Cap 1: TFA when we saw the easter egg "The Original Human Torch", Howard Stark "The man of the future" got a hold of it and worked on it, maybe at some point during Agent Carter, you will see Stark working on The Human Torch android before eventually shelving it because he couldn't get it right. Also during this Agent Carter series is where we get introduced to a young Hank Pym who works with Stark on the project before he eventually discovers his "Pym Particles" and creates his Ant-Man suit.
So now we jump forward to Ant-Man, and we see young Pym (flashback) in an old SHIELD lab working on The Human Torch when he makes his infamous discovery and sets off on his own project to create the Ant-man suit, basically abandoning this semi-complete project that was decades ahead of it's time, where it is lost and forgotten in some secret SHIELD lab.
This can be one of the Labs that Coulson goes and attempts to inventory, something about some abandoned android project, but the details are redacted.... unfortunately they don't get there till just after Ultron raided the place.
Jump back to AoU, where after Stark "borrowed' the schematics he found, and based the AI off of Banners brain patterns, Ultron goes crazy, searching for materials to clone himself with when he discovers this old abandoned SHIELD lab, where he upgrades the Human Torch designs and inserts JARVIS as the AI in the system since during Ultron's time at the Avengers tower had grown to know Jarvis and wanted him to have a body of his own.
so now Agent Carter, Agents of SHIELD and Ant-man are all connected to Avengers: AoU, Ultron and The Vision.
Does that sound like a plausible scenario?