Well to be honest i think that was partially the intention
The main point to take away from the movie is that the Avengers have gone there separate ways, relating to a comment from Nick Fury that they'll come back because we'll need them to.
Despite the conflict, Captain America has made a promise to Tony that despite him being on the run along with most the rest of the Avengers, they will return when needed because they are all aware that something big is coming.
These are still in place meaning any Superhero is still effectively acting against the law. Tony Stark is helping Iron Man from the inside, as shown by him denying the call from Thunderbolt.
Zemo is captured however its clear that Everett Ross is playing his own game, he doesn't seem entirely a good person. This was how they intended him to be played, as someone you are not entirely sure you can trust. Essentially he is the person that Captain America was worried about when asked to sign the accords. This potentially means that he could be a villain in future films, maybe even releasing Zemo at a later stage.
Thor & Hulk;
These two are name dropped and an explanation for where they are will be given in Thor 3 - potentially sooner for The Hulk
Not sure if i missed anything that you feel was a lose end?
It'll be interesting seeing how you react. I went into Civil War without really supporting one side over the other and ended up having my allegiance pulled by sympathising or understanding the motivations of one or the other.
General summary of the order my allegiance went, with spoilers of what events triggered my change of allegiance
Lagos; Captain America
Accords; Iron Man
Attacks; Captain America
Pen; Iron Man
Airport; Captain America
Against Thunderbolt; Iron Man
Ending; Captain America (And to an extent Iron Man)