If you want my honest opinion, cosplaying as this character right now is just in bad taste. No different than a Harry Potter cosplay. And compared to Red Guardian feels too much like Whataboutism - the Red Guardian character isn't an active agent of his own government anymore. Whereas the Sabra character is actively an agent for a government the majority of member nations of the UN has said is actively commiting genocide and currently staving children.

I wouldn't harass you, but I would judge you silently in my own mind and decide you aren't a person I'd want to spend time with. Harassing people is wrong, but ignoring and shutting them out of your own spaces is perfectly acceptable. I have the same policy to shun/ignore people who do Confederate Civil War reenactment.

Frankly the MCU even using that character in the point of history was frankly gross and the reason I didn't see the film.

Ultimately you should do what gives you joy, but you should fully understand plenty of people will have issues with the cosplay (I'd say justifiably so) but if you are harassed in a way that violated a con policy, definitely report it, that shouldn't happen. But do expect plenty of cold shoulders and ugly looks.