I set up a test game. Two nations cast Wish on the same turn, both wishing for "King of Magma", wishing by name ("Rhuax") was not allowed.
One nation got just one message:
Arriod has cast Wish.
Suddenly a King of Magma appeared in the Laboratory.
The other nation got two messages:
Wonde has cast Wish.
Suddenly a King of Magma appeared in the Laboratory.
followed by
Suddenly the King of Magma disappeared in a puff of smoke.
But ... he's nowhere to be found! He's not in either nation, and he didn't attack either nation.
Edit Whoops!
I forgot that the unit shows up as a non-commander, when it doesn't exist in the game yet.
Maybe Rhuax was magically killed in the same turn? So, he shows up outside the gates, and gets hit with a Mind Hunt (targeted at your capital), so no battle took place? Or if he was horror marked, maybe he showed up, and got killed by a horror before he could fight your militia.