For years it was stated in interviews the existence of a final scene between Quan Chi and Shinnok. The scene was first brought up during a chat with script writer Brent Friedman on 11-19-97:

Q: Anything else interesing you would like to say about the movie?

A: The final coda scene was to feature a Netherworld scene with Shinnok and Quan Chi, ending the movie on a portentious note, which I preferred.

During an online chat with Visual Effects Supervisor and Co-Producer Alison Savitch, a user asked about Quan Chi's appearance on 8/18/1999. Here is the transcript for this question:

#mortalkombat: clintele says: Since you were on hand for the visual effects of both MK movies, do you know who played Quan Chi on an unseen final part in MKA?

Alison Savitch: The guy who played Quan Chi was actually an extra from Thailand that couldn't speak a word of english but he looked amazing. I'm sorry it didn't get into the second movie, you all would have loved it.

In another chat with writer Josh Wexler, he explains the reason the scene was cut on 9/1/1999:

#mortalkombat: Jonin01 says: Why the exclusion of Quan Chi in Annihilation?

Josh Wexler: The Quan Chi scene was unfortunately cut from the movie - the decision was last minute as we were getting the print ready and couldn't get it added in time.

Lawerence Kasanoff, Threshold series producer, added some more details about this scene, and brought about the possibility of MK: Special Edition in a chat 9/15/1999.

#mortalkombat: clintele says: "Will you make a producer's cut of MKA? I mean, there are so many things that were taken out, like the real ending with Quan Chi."

Lawrence Kasanoff: "I would love to release a MKA Special Edition. I wish the version we release wasnt what it turned out to be. We were over-ruled by the studio (New Line Cinema) on MKA. To get approval for MKA:SE we would have more of the political crap to go through but we are still working on it and we hope to show you the film you guys would like to see."

According to an MK fan, titan, Taliso Soto explained that this scene was indeed filmed and only cast/crew received copies of this scene (likely in the form of a dallie). Therefore, there are no known video evidence to the existence of Quan Chi in Annihilation.

Thanks to content found deep from the Internet Archives and now on this site, it is confirmed that this scene was not only written but also filmed (for evidence, check the above News Collection, specifically about the Pre-release of the movie). A photo of Quan Chi appeared in the November 1997 edition of SciFi magazine and this photo was seen again on a Russian VCD. You can read the scene from the Script above in "Alternate Ending."

This is believed to be a photo of the scene with Quan Chi and Shinnok in their final scene. Thanks to Tim Martinez for this.

Quan Chi did appear on the artwork of the Russian VCD.

... and on the back of the Chinese DVDs...

...and also on the back of the Italian DVD.

The Yellow Revised copy revealed an alternate ending to the film: Johnny Cage is resurrected and join the crew, as Quan Chi makes an appearance in the prison dark fortress and vow they are unstoppable together. A similar exchange has been seen in the 2011 Mortal Kombat video game, and it's likely similar scenes occurred in video games like MK4 and MK:Mythologies. These 3 pages are listed below.

It is assumed the set appearing with Quan Chi and Shinnok in the below Sci Fi November 1997 article was the one used in the same scene.

You can also see evidence of Quan Chi's assistance in the Yellow Revised Call Sheets and Schedule, as well as exact days and locations his shoot was scheduled. He was scheduled to shoot for only four days. Script pages that correspond to these sheets are listed above.

As a special bonus, here is a horizontal graphic depicting Quan Chi, Mileena and Shao Kahn unmasked, in one photo.