Mei and Kyū are the Meikyū Brothers or Paradox Brothers (4Kids dub). They are twin brothers who work for Pegasus J. Crawford in the Duelist Kingdom arc of Yu-Gi-Oh!. They were also hired by Cronos de Medici to duel and expel both Judai Yuki and Sho Marufuji.
The Meikyū Brothers are two of Pegasus' eliminators who like to rhyme with each other. Mei is wearing orange and Kyū is wearing green, and each has a different symbol on his forehead (Mei has "lost"/"illusion" while Kyū has "palace," both combined mean "labyrinth"). Kyū also speaks in a lower-pitched voice than Mei. They duel their opponents in an underground labyrinth in a tag team duel in which if one loses then they both lose. Their most powerful monster is Gate Guardian, the fusion of Demonic Water Entity - Suijin, Demonic Thunder Entity - Sanga, and Demonic Wind Entity - Kazejin. They dueled Yugi Muto and Katsuya Jonouchi and lost when both their life points went to zero as Gate Guardian was destroyed by Black Demon's Dragon, a fusion of Yugi's Demon's Summon and Joey's Red-Eyes Black Dragon.
However, they told Yugi to choose a door between Mei's door and Kyū's door. One led to the exit next to Pegasus' castle, and the other led to an endless maze of darkness and despair. Yugi marked two coins each with Mei or Kyū's symbol and told them the coin clenched in his fist is his choice. He revealed Kyū's coin, indicating that he chose Para's door. However, the Meikyū Brothers, able to choose which door leads to which path, made it Kyū's door, but in reality, Yugi expected this - the coin clenched in his fist was for Dox's door, and the one he revealed had Mei's symbol on the other side, and so Yugi and the gang escaped the labyrinth.
The Meikyū Brothers are never seen following this, except as lost souls in Season 4, Waking the Dragons, alongside the Player Killer of Darkness, Bandit Keith, the Rare Hunter, Pandora the Conjurer, and Yami Marik. As they have never (to the extent of our knowledge) been killed, trapped in Hell, or taken by the Orichalcos, it is likely they and the others were just an illusion. Although, it is possible they were sent to Hell by Pegasus after they had failed him.
In the Japanese version, the final credits scene shows them dueling Mai Kujaku and Vivian Wong on the Great Wall of China.
The Meikyū Brothers also made an appearance in Yu-Gi-Oh! GX. They were hired by Cronos de Medici so they can duel Judai and Sho. If they lose to the Meikyū Brothers, they would both get expelled. The Meikyū Brothers end up losing to Judai and Sho and they stayed at Duel Academia. The fact they appeared in GX reinforces the theory that the lost souls in Waking the Dragons were illusions.