I've not seen any mention of this rumour. Where is it doing the rounds?

Bear in mind that the vast majority of rumours without supporting evidence turn out to be, at best, guesses based on obvious future releases (eg. updated plastic Berzerkers and Noise Marines, new Primaris), or else just wildly untrue (eg. plastic Thunderhawk, Summer of Fliers, squatting of Slaanesh).

'The Lion' doesn't sound like a title GW would ordinarily give to a box set, nor how they've titled the other Primarch boxes.