Board Thread:Warhammer 40k General Discussion/@comment-91.224.27.226-20131031140001/@comment-217.169.229.156-20140310145312

But according to the great Jervis Johnson, the whole legion astartes was based on the roman legions, which actually didn't have a second and eleventh legion, and so he thought it would be funny to introduce that fact into the legion astartes and say "Well, let's do 2 legions that do not exist anymore even though they never actually made out to be a part of the whole legion astartes to begin with".

So long and difficult story short, there never were a second and eleventh legion. it was all meant as a joke.