Wanda didn’t control when quicksilver appeared. What if it isn’t him but the villain Mephisto. Think about it. Mephisto in the comics was trying to get his hands on Wanda’s children. What better way to get close to them then disguising himself as someone close to her. Maybe that’s why Agnis (Agatha Harkness possibly) is so nosey. She’s trying to discover Mephisto.
He isn't from X-Men movies or at least nothing proves that he is. She refrered to him as Pietro, not Peter. It's the same like JJJ situation: same actor but in MCU.