In an LA Times article from December (the longest article on KSM anywhere to date), it does say that around the time they apprehended Ramzi Yousef, inquiries within Pakistan reached as far as KSM's older brother Zahed, who was living in Peshawar and who "disappeared" after being "scrutinized". Zahed was a leader of the Muslim Brotherhood (the biggest and oldest clandestine Sunni Islamist group) in Kuwait, and during the 1980s Afghan jihad he ran the Peshawar branch of a major Kuwaiti charity; probably one of those "dual-use" charities.
I am of two minds about Mylroie's theory that the real KSM and Abdul Basit Karim (Ramzi Yousef) have been replaced by others unknown. What we know about their backgrounds (see Simon Reeve's The New Jackals for Yousef, see the LA Times article for KSM) is completely consistent with a later career working for Al Qaeda; and being politicized Baluchs living in Kuwait would open channels to Iraq for them, Iraq having supported Baluchi nationalism in various ways over the years. (The Baluchs are divided between Pakistan, Iran and Afghanistan, and while the USSR occupied Afghanistan it was feared that an independent, left-leaning Baluchistan would finally provide them with access to the Persian Gulf.) The business about going to discos and bragging on the phone about sexual conquests also falls within the scope of Al Qaeda tactics - blend in, act like an apostate. While in the Philippines, KSM's assumed identity was "Abdul Majid, a flamboyant Saudi businessman who lived in the top floor of Manila's Josefa Apartments with Ramzi Yousef" (Knight Ridder). "In Manila, to impress a dentist he was dating, he once chartered a helicopter and buzzed overhead while waving and chatting by cell phone." So he played the playboy to the hilt.
But then (in that last article) we have Col. Mendoza, a former Filipino intelligence chief, saying: "He behaves like he's an intelligence officer... He appears and disappears. He has safe houses. He is very, very clever." And we have the Guardian reporting inadvertently that Yousef's fingerprints don't match Abdul Basit's. So there is a continuing trickle of evidence consistent with Mylroie's view.
Something I would love to see is Al Jazeera's interview with KSM and Ramzi Binalshibh. As I understand it, this was filmed in Karachi in June 2002, aired around the first anniversary of September 11, and KSM's safehouse was raided on the day the show went to air. It was reported that KSM was killed in the raid; later, according to TIME, "a fingerprint check ... revealed that the dead man on the floor of the Karachi apartment wasn't Mohammed". For a Mylroie fan, this means that "KSM" might be dead after all! ... But you'd think that minutes of TV footage would provide ample opportunity for people who knew the young KSM to settle whether or not Al Qaeda's KSM is one and the same.
A footnote to all this: In Selig Harrison's In Afghanistan's Shadow, a book about Baluchi nationalism, I find "Prince Abdul Karim", arguably the first modern Baluchi nationalist, and "Sheikh Mohammed al-Mohammed", a Baluchi sheikh in Bahrain who claims to have sponsored Baluchistan: Land of the Arabs, a book by an Iraqi arguing that the Baluchs are really Arabs. (The full name of Ramzi Yousef's Kuwaiti identity is "Abdul Basit Mahmud Abdul Karim".) I bring this up because Mir Aimal Kasi (also spelt Kansi), the 1993 assassin of two CIA employees who was recently executed in the USA and sent home to Pakistan for a hero's funeral, appears to have come from a prominent family; a close relative is a minister in the new Pakistani government. Mylroie argues that Kasi tested an escape route subsequently used by Ramzi Yousef - and that argument for that is quite independent of the "false identity" theory. So I wonder whether Yousef and KSM might also come from prominent Baluchi families, perhaps even nobility. (I should mention that Kasi was ethnically a Pashtun, but he came from Baluchistan.) Abdul Karim is a common enough name, and perhaps it's most likely that young Abdul Basit was simply named after the Baluchi national hero, rather than being a relation; and Sheikh Mohammed in Bahrain may also be a red herring. But I've thrown this in for those who want to do their own investigation.