It was Nina and Fou Lu.
The list of proposed characters from the interviews from Niitsuma translated on Eventhubs over the years is:
MARVEL:
Doctor Octopus
Blade
Spider-Woman
Psylocke
Spiral
Multiple Man
Cloak & Dagger
Black Widow
The Hood
Ms Marvel (Carol Danvers)
Kingpin
Mystique
Loki
Vision
Silver Surfer
Green Goblin
Juggernaut
CAPCOM:
Gill (Street Fighter III)
Fou-Lu (Breath of Fire IV)
Katt (Breath of Fire II)
SonSon
Mai-Ling (Red Earth)
Arieta (Cyberbots)
Ingrid (Capcom Fighting Evolution)
Rouge (Power Stone)
Tessa (Red Earth)
Anita (Darkstalkers)
Nina (Breath of Fire 1)
Gene
X
Soki (Onimusha: Dawn of Dreams)
Samanosuke Akechi (Onimusha: Warlords)
Demitri Maximoff (Darkstalkers)
Doctor Octopus had a functioning model but ate up too much RAM. And iirc the Onimusha protagonist from 1 was actually in the final roster after they passed on Soki, but had to be cut because using the actor's face wasn't authorized by his agency (interestingly enough, it probably would be auorized now considering the Onimusha remaster).