To my Knowledge, here's the List of Rumors and theories that either were kept intact, Killed, or given more credibility
Kept Intact
-The Tales of Chun Leak (Pyra and Mythera being in doesn't affect the leak. In fact, the leak never outright said Tales of characters and Chun-Li would be included in DLC, just that they were planned. Both these characters can not be in DLC and technically the Leak would still be real)
-League of Legends leak (not affected, However need to see Mii Costume wave if Hollow Knight shows up)
-Falcom Leak (Not affected, but we'll see with Mii Costumes)
Killed or damaged
-The 4chan list Leak (with Doomguy, Rayman, Ryu)
-The Crash-Reimu-KOS-MOS leak
-Profile Picture theory (this theory suggested characters that didn't have Icons were more likely, but Pyra and Mythera had profile icons)
-Voice Theory (This theory was really already killed, since the theory was just based of CSS, and that even if it were based on slots, the slots wouldn't mean anything since they can be changed. Pyra and Mythera probably kill this harder, Unless one of the next 2 characters are mute.)
-Ryu Amiibo theory (Technically it could be for the next 2 fighters, but the timing of re-release implied CP9. However it wasn't confirmed if it re-released yet, and the Splatoon Amiibos did end up paying off with Splatoon 3 being announced)
-VA mention Smash deconfirm character theory (not really a theory, but One of the voice actors among Pyra and Mythera mentioned Smash at one point, when she was talking about a role she got which was actually for a Gnomeo movie i believe.)
Got more credibility
-Base game leftover theory (Xenoblade 2 was also mentioned with ARMS in being too late for Base game)
-Fire Theory (Shroob might have considered it a joke theory, but a lot of the time there is Truth in Jokes)
-201X Theory (Implied we would have gotten another 2010's character, and we just did with Pyra and Mythera)
-Vergeben List deconfirm theory (Pyra and Mythera were not on the Deconfirmed list for FP5, and KOS-MOS being separate from the Full Namco company Deconfirmation implied more Monolith content, which we just got
There's probably more, and I did plug in some theories I made, but I thought it still be interesting since those Theories I made were affected by Pyra and Mythera being in