I think if you want a secondary for diddy, he needs to be able to fight fox/samus very well, as well as maybe just do well in MUs where you're uncomfortable with diddy.
I play a lot of wolf but don't really like to use him as a secondary/CP character in bracket, he and diddy share a lot of the same winning MUs and wolf has a slight disadvantage vs fox/samus, two characters I consider switching off of. Diddy does cover wolf's falco MU well, and wolf does way better vs m2/puff/peach (and yoshi/sonic/zelda) than diddy does so he's not a bad choice.
What MUs do you want to not play diddy in? I really only think diddy should switch off for MUs vs samus, and then foxes/mewtwos who know the MU perfectly and have amazing item play. No other MUs are that bad, but if you're switching because you don't want to camp (my reason lol) then go for it, wolf can do similar projectile pressure as diddy but all the time and can get more openings off of them while risking less.
Fox is the perfect secondary, only half-kappa.
I actually think puff is a good secondary to pull out vs samus and peach, plus an easier character to pocket. Shiek as well, although shes much deeper and needs more practice in those MUs to do it well.
I had considered ZSS for a while, but I've settled on Pit because I really really enjoy how he plays, and he does really well vs the floaties I don't like having to camp out as diddy (samus, zelda, mewtwo). Haven't had this much fun playing a character since I first found diddy so yeah.
Diddy/Pit, and then maybe fox ditto people is my gameplan.
Edit: Falcon is also a crazy crazy good secondary for diddy, but they play too similarly for me to want to switch between them and get thrown off by doing muscle memory stuff for on as the other (like sharking upairs under platforms as diddy thinking I had falcon upair, or doing falcon side-b to punish a shield like it was diddy's).
