You are correct that the Twin-Fin cannot be bred from anything other than Twin-Fin fishies (and the same thing applies to the Spotanus), so you won't get one by breeding. It's pretty easy to get a Twin-Fin Spotanus from eggs in the PDA versions, but the Windows version seems to be a little stingier. Still, that might be the easiest way to get one. You might be able to mutate a Finless Spotanus into a Twin-Fin, if you want to try that.