When this series first began, they were very deliberate to connect the events from the films with the TV universe. Just 2 months into this series, the team had to help clean up the aftermath of Thor: The Dark World, and then the reveal in The Winter Soldier that HYDRA had infiltrated S.H.I.E.L.D. was foreshadowed by the series, and the team is still dealing with some of the remnants of HYDRA. However, Age of Ultron seems to be the last real attempt to tie the two entities together. From what I remember, the titular agents of SHIELD helped obtain intel about where Von Strucker had Loki's scepter and then helped provide helicarriers for the Sokovia evacuation. I believe that they have mentioned the Sokovia Accords and Captain America going into hiding briefly in passing since Civil War.

This season seems like the TV division of Marvel Studios has been completely isolated from the movie division. The storyline with the world breaking apart and having to travel through time to fix it while a pending alien war is coming to Earth doesn't feel like it can be taking place in the same universe as the MCU right now. There is an alien threat in the movies with Thanos, but after seeing Infinity War last night, it has nothing to do with anything that is going on in AoS. Also, this series has established a theory that the future in unchangeable, at least until the most recent episode. With the introduction of the time stone in Doctor Strange, that is no longer the case in the larger MCU.