WandaVision's bunny wasn't really Mephisto, but your theories about him weren't all wrong
The WandaVision finale didn’t offer much payoff for internet theory-makers who foolishly thought there would be some kind of actual reason for having an actor reprise his role from the X-Men movies even though a different actor had already played that character in the Marvel movies, but that’s not the only prediction that didn’t end up coming true in “The Series Finale.” A lot of viewers also expected some kind of payoff to the repeated appearances of Señor Scratchy, the pet rabbit belonging to nosy neighbor Agnes/power-hungry witch Agatha Harkness. Scratchy had a tendency to pop up when Agatha was manipulating events surrounding Wanda’s gradual unraveling (as seen during the “Agatha All Along” sequence), and the last time he was even seen was shortly before that big reveal.
This led fans to assume that there’d be more to Señor Scratchy, then, but “The Series Finale” came and went without any big song where he revealed himself to be Mephisto or Pandemonium or Nightmare or any of the other spooky Marvel baddies who could’ve popped up on WandaVision. As it turns out, though, this wasn’t just another pointless trick like the fake Pietro, but rather a plot point that got cut.
Speaking with Kevin Smith on his Fatman Beyond podcast (via Inverse), WandaVision creator Matt Shakman revealed that the finale was originally going to have a scene where all of the characters who got shortchanged in the finale (the twins, Monica, Darcy, and stupid fake Pietro) tried to steal the Darkhold (that’s Agatha’s magic book, it’s a comic thing) but get chased by Señor Scratchy after he turns into some kind of “demon.” Shakman says the scene was shot, but the effects were never finished because the sequence felt like a “detour” from the more plot-centric Dragon Ball fight between Wanda and Agatha and the philosophical debate between Vision and Cool, Refreshing Peppermint Vision.