Maybe Pietro was sent into the multiverse by Professor X in his reality.
My multiverse theory: Wanda's shenanigans opened a door to the FOX X-Men Universe, whether intentionally or subconsciously doesn't matter at the moment.
Charles chose Pietro because of his obvious connection to Wanda. He shielded Pietro as much as he could, but perhaps there's still some wibbly wobbly interference because multiverse travel.
The plan was for Pietro to go there, find out what happened and why, and return as soon as he could. None of them suspected the weird television show mindfuckery, so Pietro is just rolling with it, while also fishing for information.
Ok, enough of that silliness. In truth, I think the simplest explanation is the easiest: That's not Pietro, but it's also not necessarily Mephisto. I don't think Mephisto would be asking Wanda "how did you do it," if he was the true mastermind.
Granted, another simple explanation is that it is Pietro from the FOX universe, but due to multiverse travel fuckery, he and MCU Pietro's consciousnesses got scrambled. Possibly why he also has a different face: Wanda subconsciously manifested the only living Quicksilver she could from the multiverse, and pulled him into her reality. It just so happened to be mutant Pietro from another world.
Ultimately, I don't even care at this point. This show is awesome, and I'm just enjoying the ride. 😂