As you can expect from context of the previous episode, this episode started with Uatu The Watcher assembling his team to take his shot at Infinity Ultron.
The episode where she kills her father didn’t appear in Season 1, but has been since confirmed for Season 2.
The last episode of What If…? has come and gone and there was a lot to unpack in the 35 minute finale.
In allowing Strange to encompass Zola and Killmonger in the pocket universe, The Watcher is also interfering with the universe where he came from.