Well, first off, no there aren't any differences because literally anything about a character can change from concept art to the final interation. Mei could have become fire based, could have become a man, could have become any nationality besides chinese. In fact, one major change I don't think most people know of is that Mei started off as a cheerful hero in concept art and was changed into being evil incarnate that puts on the disguise of a cheerful hero. Concept art isn't canon and doesn't qualify as proof of anything, ever because we never know what changed and what stayed the same unless it's evident in the game itself, at which point the concept art 'evidence' is redundant. A best, it suggests possibilities a fan can infer a theory from if they didn't think of them alreadfy. The most you could have said before this reveal was "Well, Mei might not be fat since here it shows she wasn't". But really, you didn't even need concept art for that. Anyone could know that a thin person could look fat in a big winter coat. So concept art isn't meaningful for fan theories either way.
For a fan theory to be viable, it doesn't really need support from canon, just nothing that outright contradicts it. So, when Blizzard revealed her as being thin, Blizzard wasn't backpedaling on anything and I never claimed anything like that. They just eliminated a viable fan theory. Now, Mei being fat is unviable since we have canonical evidence to the contrary. And I just think that's a disappointment. I'd rather have fat Mei.