It was reported before that Rey Mysterio would be part of the upcoming Greatest Royal Rumble but his appearance was not announced by the company officially.
They probably intended to keep it a secret, creating an environment of surprise though now it appears that the company itself has spoiled the announcement.
WWE recently updated the WWE Network page on WWE.com to promote the upcoming event in Saudi Arabia and one of the posters on the page also features Mysterio, as seen in the screenshot below:
This should eliminate any remaining doubts on Rey’s appearance at the upcoming Mega Live Event but since there hasn’t been an announcement his role at the show is yet to be confirmed.
Rey Mysterio last appeared for WWE during the traditional Royal Rumble earlier this year and there have been reports of him negotiating with the Officials for a longer run ever since.