For Endgame, Steve is fine. it's BTTF 2....or Azkaban. There will be 2 Steve's in the timeline...one existing as the events played out, and the other in the background as Peggy's secret hubby. Essentially Thanos won. There's no way around that. He won, they killed him, sent past-Thanos back, and just brought back everyone he snapped away.
Nebula is a reach, but she'd be okay because they established that essentially both Nebula's exist as one. If they snapped them back into their own time, and not away, Nebula's body could be taken back and repaired. Loki is another reach, but there's a way out, as long as Loki returns to that point in time. They could write that the one sucked off at the end of Dark World switched places with the one in Endgame. So both of those have a way out.
Gamora is the problem. The only other way is to play of the alt timeline theory. But then you have to say that Thanos and his entire team hails from alt-timeline that splintered off when...???