Fox has reset their timeline, erasing the events of X-Men, X-Men: United, X-Men: The Last Stand, X-Men Origins: Wolverine and The Wolverine. Starting fresh in a new timeline with First Class, which led right into Days of Future Past. The latter film took us through events after The Wolverine in the beginning, before completely erasing them at the end. Which left us to pick up 10 years in [X-Men: Apocalypse](tag:1194267).
There are a many new mutants to be appearing in Apocalypse since the reset, e.g Storm, Cyclops, Jean, Jubilee, Angel, Nightcrawler and Psylocke. Their origins will be established here, furthermore by carrying out their storylines. With this happening, there's no issue of introducing the audiences to Mister Sinister and Nate Grey (the genetic tampering of Jean and Scott by the hands of Sinister). Here's how the two could already be amongst the other mutants.
From the start, to the ending of Days of Future Past, this character has been seen. The scene was left ambiguous, as what happened to him after the future Sentinels found him.
After the X-Men changed their past, the future brought us Jean and Scott alive, along with this mutant again. Coincident?
Then there's one brief shot in the trailer for [X-Men: Apocalypse](tag:1194267), either this character or one identical to him, has been spotted behind Hank McCoy and Peter Maximoff.
NATE GREY / X-MAN
Nate Grey is born from the genetics of Scott Summers and Jean Grey. He is the alternate version of Cable, who is also an Omega-Level Mutant. We have no idea what his possible reasoning for being in both movies could be. If he actually is, this further introduces us to the theory of Mister Sinister playing a role. In the comic, Age of Apocalypse, Sinister created Nate for the sole purpose of killing Apocalypse. A lot plays into the reason he would do so, but before that he was loyal to the "God".
How it's possible? Well, we know that Sinister is able to teleport, whilst that's not the same as time-traveling, having Nate Grey there could play as a benefactor. Since Nate is able to travel across dimensions, we could view these brief shots of the younger mutant above as possible adventures on locating Apocalypse. He could be trying to help the X-Men, or traveling to find something for Sinister. He could even be jumping around, trying to find a permanent home. It's in the air.
Mister Sinister is a master manipulator, shape-shifter along with many other abilities, and has the technological means to be able to condition children to be his hosts', in case he succumbs to death. This could translate into how Apocalypse transfers to another host in the movie since it's now known that he does from the latest clip, 'The History of Apocalypse'. As seen here, this mutant could be Mister Sinister aiding him on that endeavor.
Either it's Sinister or another mutant. How it could never be Caliban is due to the era they're in, his appearance, along with the mutant being unable to shape-shift and or live from then to now, 1983. Tómas Lemarquis is also the actor portraying Caliban, who's seen below with a more-humanized appearance and color to his skin-tone.
We know that Cable will be making his appearance in Deadpool 2, but how he plays into this universe could be based around Sinister's obsession with Scott Summers (Tye Sheridan), who is in the Apocalypse along with Alex Summers (Lucas Till). This obsession led to Sinister creating Nathan Summers/Cable, also the son of Scott but instead of Jean, her clone Madelyne Pryor was used instead.
With 'X-Men: New Mutants' coming in 2018, director Josh Boone has been dropping hints about the movie and who will play a factor in it. Since we know it will be set in the future, where Days of Future Past and Deadpool left off, we can be certain an older Nate Gray could play a huge part somewhere. He once was a part of the team, so it's only necessary to assume he will be featured after Boone took this photo of the New Mutants along with Nate Grey (X-Man). In New Mutants: vol. 3, he's a former member of the team.
These are just theories, based around the clips and past scenes from the X-Men franchise. We won't know for sure until 'X-Men: Apocalypse' arrives on May 27th.