Not only is Thomas called the Twin, it also happens that his Jewish name was Judas, according to the Gospel of Thomas, probably the best known of the Gnostic (or semi-Gnostic) gospels.
These are the secret sayings that the living Jesus spoke and Didymos
Judas Thomas recorded.
I have not found the tradition that the OP mentions, but the above could be related to it, for here the apostle is called both Twin (Didymos) and Judas. Even more relevant is the tradition that Thomas was the twin brother of Jesus himself. This is from the the apocryphal Acts of Thomas, where once again Thomas' Hebrew name is given as Judas:
He saw the Lord Jesus bearing the likeness of Judas Thomas and
speaking with the bride... But the Lord said to him: I am not Judas
which is also called Thomas but I am his brother. (AT 11)
the apostle said: 'Yea, say on.' And the serpent said: '...I know that thou
art the twin brother of the Christ and always abolishest our nature.' (AT 30)
In addition to these references, though probably unconnected, we have the NT tradition in which "Jude/Judah" is named as one of the brothers of Christ. (Mark 6:3 and Matthew 13:55 )
Conclusion: I have found no tradition in which Thomas was the twin brother of Judas. However he is identified by the name Judas (a very common Jewish name) in heterodox sources, where he is sometimes the twin brother of Jesus. I suspect the OP has confused the idea of Thomas being Judas' brother with the well documented apocryphal tradition that "Judas Thomas" was the twin brother of Jesus.