Thanks for the question, Sarah, and for being a Regency Reader!
Primogeniture generally requires that the “by right of substitution” applies in this situation, ie, everyone would wait to see if the child was male. A male child would inherit, rather than the twin. If the child was a girl, unless there was an unusual entail or estate requirements, the twin brother would become the new marquess.
Hope that helps!
Sources: Primogeniture – Definition, Examples, Cases, Processes (legaldictionary.net)
978-1-4438-2864-2-sample.pdf (cambridgescholars.com) (Jamoussi, Z. (2011). Primogeniture and entail in England: a survey of their history and representation in literature. Cambridge Scholars Publishing.)