I may be missing a rule or ruling somewhere. I thought that if your force had no characters left on the map, you were defeated, but I can't find that now. Otherwise, it seems that if you defeat the rest of the team, then Captain Marvel, there will be 3 turns with no opposing player on the map, then they come back.

The rule you're thinking of is still in the rules (at least in the Rulebook on-line):

Many characters can generate bystanders of 0 point value. If a force only has these left, that player is defeated.

No, you're right. That's why Scott mentions you have to hold out for three turns for the rally to begin.

The trick will be to KO Captain Mar-Vell first then wait for his return clock to expire before the next KO OR KO everything else then him.

Its still a double edged sword however, because his power will work for your figs as well...so who knows what kind of timing shenanigans and strategies could ensue!!!!!

That's not the rule he was thinking of.

It was removed to prevent the Grasshopper hack, so it's been a few years.

The rule for being defeated looks for no characters on your force, not on the map. As far as I can tell, he' still on your force since I don't think he's added to your sideline, just placed on his card.