Diana was originally planned to be a playable character, and had most of her assets created, but was ultimately scrapped.
Contributed by DrakeVagabond
The inception of May Lee Jinju was at the request of the game's sponsor, Eolith, expressing a desire for a "Korean Athena" character. This request initially asked for an "idol-like visual fighter," which charged over time into what was in the final game. She was named after the person who was in charge of Eolith at the time.
Contributed by DrakeVagabond