Ultimately, the daughters of Atlas would become the villains of “Shazam! Fury of the Gods.” Helen Mirren’s Hespera and Lucy Liu’s Kalypso are out in front right from the beginning when they wreak havoc on a museum, zombifying people and turning them to stone. However, after she befriends Freddy Freeman (Jack Dylan Grazer) in school, the new character “Anne,” played by “West Side Story” star Rachel Zegler, also turns out to be Anthea — the not-so-secret third daughter of Atlas. She alludes to one of her sisters in the cafeteria, and it turns out it’s not Wonder Woman (though that would be great).
Anthea and her sisters have issues, and this gels with the focus on #family (or Shazamily) in “Fury of the Gods,” as Billy Batson (Zachary Levi/Asher Angel) tries “to hold on too tight because he’s terrified to lose that family,” as Henry Gayden put it. Gayden pointed to this as the reason why the writers dropped Mister Mind in favor of the daughters of Atlas. Rather than rehashing Dr. Sivana’s storyline and having him do a big supervillain team-up with Mister Mind, they elected to go in a fresh direction and ditch their previous drafts.
“There was stuff there that was great,” Gayden continued, “but none of it really serviced a natural growth for Billy. It felt a little redundant. It felt like we were doing the last movie just on a bigger scale.”
Gayden said that the post-credits scene in “Fury of the Gods” started out as a joke, a way for the writers to salvage some of what was lost in their discarded drafts. However, they eventually embraced it as a real scene after receiving the blessing of former DC Films studio head Walter Hamada.
Source : https://www.slashfilm.com/1232334/why-the-daughters-of-atlas-were-the-villains-of-shazam-2-not-mr-mind/