Our final guess is a character that X-Men: Apocalypse itself introduced: Olivia Munn’s Psylocke.
As far as I see it, the only thing working against this idea is the comment about the costume — as any director would be a fool to think about altering Munn’s completely comic book accurate outfit from Apocalypse.
Not only does the purple-loving telekinetic telepath have a history in the comics with Deadpool (fighting together as members of X-Force), but Cable’s aforementioned time-travel habits make it very easy to explain how the character from 1983 could co-exist in the Merc With The Mouth’s modern world (minus 30-plus years’ worth of makeup, that is) and be in Deadpool 2.