Great question — answering as the UphillTech team:
We never saw Nick Fury with the pager before. That doesn't mean he didn't have it. Clearly, this time he feels that the issue is disastrous enough, widespread enough and urgent enough to call Captain Marvel as a last resort . Recall that he has seconds to react and the only thing he has time to do is use the pager . None of the other events that took place in the MCU on Earth have actually been "end of mankind" (or half of it) level. One could argue the Chitauri invasion but that's what he had the Avengers for at the time. As for your other questions, the simple answer is We don't know but the upcoming Captain Marvel and Avengers: Endgame MIGHT provide some answers there.
Full answer by Paulie_D: https://movies.stackexchange.com/a/96320 (CC BY-SA 4.0).
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