You know when they actually tell readers what Fury said, it will never live up to the hype. I kinda like it being left forever ambiguous, always referred to but Thor or Fury never says what it said, leaving readers to argue and theorycraft on forums for all eternity.

The mystery will always be bigger than the truth, and would always 'sound' better in readers' heads than whatever the current crop of writers can give IMO. So let's just leave it at that.