MAJOR SPOILERS FOR CAPTAIN AMERICA: THE WINTER SOLDIER BEGIN HERE...
My theory of how Wakanda could be involved in Avengers: Age Of Ultron is pretty simple but still possible..
In the final battle of Captain America 2, Cap fights against the Winter Soldier. While they fight Cap tells Bucky all about his past, but Bucky refuses to believe all and continues fighting. Cap says that he will not fight his friend and gives up while Bucky punches him. Meanwhile Maria Hill had to explode all three helicarriers before they killed all the persons that Zola's algorythm considered one day it will be a threat.
While the Helicarriers are falling down Bucky and Cap are still in one of them, as it goes down Bucky says to Cap: "You are my mission, and I will finish it". As the helicarriers continue to self-destroy, Cap who received three gun shots and several punches from Bucky, he gets knocked out and falls in the river. Bucky later saves him and leaves him in the ground as he leaves. But Cap's shield disappeared along with the destroying helicarrier as it fell into the water.
So... my conclusion is that Wakanda could be involved in Avengers 2 with Cap going there to search more Vibranium for other shield.