Maybe it does exist. Maybe it became a part of the 'normal' solar system.
There is a 'moon' that has partial atmosphere and the largest volcanic activity in our solar system (more than earth).
It is very possible this 'moon' was part of a larger planet, and when a collision occurred in our solar system way back in it's cycles, one of the leftover pieces settled into 'earth' orbit and the other got caught up by the gravity of a very large planet.
ANY ASTRONOMERS or the like care to guess the name of this planet x ?
Ethel?
Europa?