I really really hope not as I would also be devastated. Not just for Annie herself but I feel like that’s far too crucial a piece of who Finnick is. Sam has mentioned Annie in interviews though, so that gives me hope she’s still present.
Other than that brief glimpse in the Reaping recordings Katniss and Peeta watch we don’t actually get to meet her until Mockingjay, and if they’re going to spend some time with Peeta in the Capitol (because lbr otherwise they’re going to have one movie with no Peeta and Lionsgate is not that stupid) she’ll be there too. Mockingjay being split into two parts gives me hope for Annie and Delly and Cressida and Castor and Pollux and Fulvia and holy crap I am way too attached to secondary characters.