Dreykov’s daughter was collateral damage.
In a flashback to her Budapest mission with Clint Barton, Natasha believes she is killing Dreykov and his daughter, when only his daughter was hurt.
The tight shots in this scene don’t allow too much wiggle room, but that’s not Budapest. It’s the exterior of 650 S Spring St, in Los Angeles, which houses the Majestic and The Reserve. The building is a one time bank, that has been used in many television and film productions.
(Black Widow, 2021)