[@mattmanganon] I would say no to both ideas of having a twin female primarch but less to having the idea of a twin primarch. If you want females, then you will have to have your Primarch/s females, no fraternal twins business going on in this case. If wanted twins, you'd have to be able to play them properly and interestingly. 

But either way, if you want your mixed gender legion, you'll have to make a damn good argument like why in the first place and why would the Emperor go through the trouble of making a mixed gender legion in the first place since that is seriously going to complicate things like hormone therapy and gene seed.

tl;dr - If you're going to play twins then actually play them right and not use them as a cop out excuse to have a mixed gender legion.