a) Marvel's ads: "#It's all connected", clearly referencing the connection between Agents of Shield (esp. #219 The Dirty Half Dozen) and Age of Ultron
b) The whole Agents of Shield team cleaned up in a season one ep which was meant to be in London, after Thor - The Dark World
c) Characters showing up in the show and vice versa or at least referenced to it, eg. Maria Hill, Nick Fury
d) The Fall of Shield happening in Agents of Shield as well - end of Season one, the whole HYDRA thingie
e) An extra on the S1 DVDs of Agents of Shield creating the timeline between the Avenger movies, Iron Man movies, Captain America movies and Agents of Shield.
Just because Mr. Whedon's headcanon says so, doesn't mean it is so - why else would there be merchandising combining both?