I have a theory about the Infinity stones, and im going to start by telling what we know already about them:
Okay so as we all know, each Stone has a different power, so far there has been 3 confirmed stones appear in the movies; the Tesseract (Space), the Orb(Power) and the Aether (either the Mind, Time, Soul or ((Most Likely)) the Reality Stone), and each of them has been shown to be either held in something that can harness or temperarily stop its power, or just power something up. In CA:TFA Arnim Zola created weapons that could harness the tesseracts space based power and use it as short blast that presumably teleports people to space, I'm guessing this because of the way they just dissapeared, similiar to the way the Red Skull got transported somewhere to space aswell. In The Avengers Selvig built a machine that could harness its power in a different way, this maching could create wormholes, there has been speculation that Lokis Sceptre is a whole other Infinity Stone, but i think it is just a tool that uses a different extension of the tesseracts power,but can also use the tesseracts power the way HYDRA weapons can (aslo looks similiar to the way Ronans Hammer used the Orb). In the end of The Avengers it showed Thor and Loki use another tool to bring them back to Asgard, so its now established that you can harness the tesseracts power by different ways and means, comic readers know you can harness the power of every infinity stone( Infinity guantlet) this was proven even further at the end of Thor: The Dark World as it showed the Aether Being contained in something that was obviasly holding its power back, and in Guardians of the Galaxy as this showed the Orb being harnessed by Ronan with his whopping hammer.
Now my theory is that there are a few magicial based artifacts that can hold and surpress the power off the Stones and some technilogical ways of doing it, so what would happen if you could put the Orb in Selvigs Machine? or the Tesseract came into contact with Ronans Hammer, or Loki's Sceptre with the Orb? there is only one artifact that can hold the power of them all, and we all know what that is, now what the big question is, is which stones are left? There is 3 left, and i wouldnt be surprised if we saw them sooner rather than later, perhaps in Doctor Strange or Inhumans? or perhaps in a hopeful Nova film?
One of my other theorys is that the arrow you say Yondo whistleing around the place acts similiar to the Mind Stone as loki's Sceptre does to the Space Stone, where is borrows one aspect from the Stones skillset, now there is almost no evidence to back this up, but i think it is definatly a possiblity.
FOOD FOR THOUGHT: One of the reasons i dont think Loki's Sceptre is a whole other Stone is because in Gaurdians of the Galaxy is briefly showed all 6 stones, and they were all different colours so therfore it rules out the Sceptre as it is the same colour as the Tessearact.