Considering the age of Pyro as he appears in X-2, having the character reappear in X-Men: Apocalypse could be too much of a stretch, even for a revised timeline to handle. The character is only in his late teens or early twenties by the events of X-2, meaning that the incarnation that is seen in that film would either be a baby or yet to be born around the time that Apocalypse takes place. However, Pyro is a well-known member of Mystique and Magneto's Brotherhood Of Mutants, and with comic book characters usually having multiple origin stories, it's not impossible for the character to return, just not very likely. If he does though, everyone hopes that he doesn't once again appear alongside Iceman as his counterpart in the power department. Pyro is a cool mutant, but one of the biggest crimes of The Last Stand was making the character a one-dimensional device made to exist purely as a conflict for Iceman.