Yes, they retconned the Red Room timeline.
To review: Red Room was introduced with Yelena in the late 90s and was shown to still be active, then. This was a retcon: we’d seen Natasha’s origin story quite a few times before and it didn’t involve anything called the “Red Room”, though it was an easy enough thing to work in.
In 2005/2006 Morgan retconned the Red Room further to make it sort of an orphan assassin school for young girls— which it wasn’t shown to be in the Yelena comics. Morgan explained the apparent contradiction by implying that Yelena was trained by a later knock-off Red Room, and not the “real” old line Soviet program. This contradicts the spirit of the original Grayson story, where Natasha clearly knew Yelena’s superiors, but it’s the kind of handwave you have to be on board with if you want comics to fit together at all.
Later, in an unrelated retcon, around 2008 or so, they decided that Natasha was much older than she appeared, and that she’d been trained in the 1950s specifically instead of the vague beforetime of the sliding timescale. That idea was floated in a 1990s X-Men issue, but it only really crystallized in the late 2000s. This sort of makes sense, because 2008 is when a Soviet origin for Natasha became untenable by the sliding timeline.
The biggest factor here was Ed Brubaker’s Captain America. Brubaker likes dealing with exact dates— Captain America v5 #11 is basically just a timeline, in a way that’s very rare for a comic that operates within a nebulously dated shared universe. But I think this exact dating adds a kind of veracity to it, and lets people swallow the whole “Captain America’s primary colored sidekick has been a frozen cyborg assassin the whole time” retcon pill. Brubaker wrote a lot of Red Room flashbacks and set them in the 1950s, and he also wrote the timeline that had the Winter Soldier project decommissioned in the early 80s, after the head of the project died in exile.
Now, some people will chalk this whole chapter up to Brubaker mucking up Natasha’s past for the sake of his pet romance, but historical conspiracies are a huge theme in his Marvel work, and Natasha was far from the only character swept into his attempt to tell and codify 1940s and post-war espionage stories. More importantly, Brubaker’s stories were actually popular, which means other creators are way more likely to play with their concepts, and that fans are more likely to care when something about them gets changed or contradicted. Right now, I think most Black Widow writers want Natasha to go back to being “not secretly 90″ because it makes more sense and also makes storytelling a lot simpler. But they also want to keep her relationship with the Winter Soldier, because that’s also a useful storytelling hook.
Now, to return to the Nadia Pym paradox, it’s actually Brubaker’s Winter Soldier stuff that her story contradicts. Despite Natasha’s Red Room existing in 1950s, as you can see from the above, it’s a pretty inconstantly handled concept, and we know versions of the Red Room have been active much more recently. Hell, the very recent Tales of Suspense mini featured the Red Room currently operating. Morgan usefully introduced the concept of imposter or knock-off Red Rooms, so it’s easy to say that this or that appearance was a breakaway group or shadow cell, and the inherent ambiguities of the spy genre makes the contradiction easy to swallow.
But Nadia Pym’s story features the Winter Soldier, too, as her recruiter or trainer or whathaveyou. And because Brubaker was a stickler for actual dates, we know he was decomissioned in the 1980s, and we know Nadia Pym was probably not alive in 1982. So?
The problem is, of course, that Nadia’s story really begins in the Silver Age, with Hank Pym’s first appearances, which were heavily influenced by the then-contemporary Cold War. Pym’s first wife, Nadia’s mother, was a communist defector who was then killed by Russian spies— and while that still happens today— it was a lot more cutting edge in 1962, when it was actually published But there’s no easy way to pretend seventy years of Marvel stories actually happened in only fifteen. The wage of keeping characters ageless is a very complicated timeline.