Captain America's timeline is a bit tricky to explain. But as many characters in the movie said, the things that happened in the past cannot change. Here is what I interpreted from the movie. There is only one Steve Rogers
Steve Rogers, goes back in time to return the stones taken from different moments in time. He returns the Space stone aka Tessarect last. The Tessarect was taken from Peggy's timeline so he spends his life with her & grows older with her. But he must return to the present otherwise there would be two Steve's. Events done in the past don't change the future. Steve went down with the plane in The First Avenger. He was found before Avenger's movie stuck in ice. That timeline continues as it is. In Civil War, we see Steve(the original, younger version) at Peggy's funeral. The events continue till the beginning of Infinity War.
But younger Thanos is killed through Snap. So Thanos's story end there. Infinity War doesn't take place or to be more clear, Snap doesn't take place.