Scrappy Level: The final section of the game; After an epic sequence of fighting your way to the top of the Yellow Hand's tower, defeating The Dragon and seeing Lan Di fly off on the rope-ladder of a helicopter. We send the next hour (maybe two) wondering through copy-paste woods.
The Untwist: A strange case of a hypothetical untwist... it's foreshadowed to the point of pretty much outright stating it that Lan Di is Xiuying's brother but we'll never find out due to the third (and final?) game being cancelled.
Not quite. Lan Di's real name is Longsun Zhao, the son of Sun Ming Zhao (the man allegedly murdered by Ryo's father), while Xiuying's brother is named Ziming Hong. According to one of the unlockable sidecomics in the Xbox version of Shenmue II, along with an unlockable picture, Ziming IS one of four leaders of the Chiyoumen, Lan Di being another.
↑Unless you're playing on the Wii, in which case the baby monkeys spectating the track are gone because of the console's inferior processors, natch.