And the opening script page from the X-Men shows season 2 premiere initially suggests theyve succeeded in that quest.
But all isnt what it appears.
Lenny and Oliver are being used by this character, Amahl Farouk, says executive producer Noah Hawley.

FX
He wears their faces from time to time.
Its his way of hiding himself.
I had this thought of, What does Freddy Krueger do during the day?
I thought it was interesting, the idea of the downtime of these characters.
Theyre not being used and so what is reality like for them?
Legionwill return in 2018.
Read that script page above.