She was coldblooded enough to play a guy into volunteering for experiments that were going to kill him, threatened to murder a child, blow up up a man and possibly had him converted into a cybernetic hitman, and has no problem killing people she works with the moment they aren't useful anymore. There is no coming back from that. He already said he wouldn't believe them. Only if he believe's Garrett gives a crap about HYDRA's Nazis ties seeing as 1) The current version of HYDRA seems to have dropped them for the most part, and 2) (and most importantly) He doesn't, he's just backing the winning side. Lets remember this isn't so much traditional HYDRA as Garrett's private army after Pierce died. Besides I'm pretty everyone in the MCU probably already knows Red Skull used to belong to the Nazis Party so it would probably be old news anyway.