The funny thing about the original plan is that it wasn't even some obscure thing that only the writer and editor knew. They put it on the frickin' trading cards. Ther text on the back of the Penance cards from multiple Fleer X-Men sets mentioned her being Yugoslavian and the fact that she absorbs negative energy. Other stuff like Mondo betraying the team and M being the twins was left off, because they were probably meant to be surprises. But Penance's background was apparently not meant to be any kind of mystery, Lobdell just never got to it.
I always felt like we lost two characters to get one in the whole deal. We lost the autistic M who was the twins in gestalt. And we lost the original concept for Penance. All so we could get a "real" M who was more like what people had expected. I mean, I get why some people like the M we ended up with, but it still feels like kind of a raw deal.