When exactly? They had a conversation about the rules Red Skull told them. “Or that’s at least what the red floaty guy had to say”. But they didn’t actually try as far as I can tell. The fact is, they kept the snap simple. It was not worth risking finessing the snap when it can kill you. Tony said “Everyone Thanos snapped away five years ago” “don’t change anything from the last five years”. Banner just said “everybody comes home”.
I don’t think they could have pulled back Natasha or Gamora, but they didn’t try.
In your opinion, who should have died on Vormir? Hawkeye or Black Widow?
I don't believe that you can create a timeline just by teleporting yourself with the tesseract. It isn't time travel. So that element of the story isn't necessarily that important. To set up a time travel Loki/Cap story, Loki would need to also gain access to a means of time travel. It feels like they might do this in the TV show, because that way he could mess with his own death, but this movie dosen't give him the means to do this.