What's the difference between a Chosen One and a Mary Sue?

[Ezri_Muldoon]

How might you respond to a protagonist deliberately, rather than carelessly, written to withhold information about their abilities and the overall setting from both the other protagonists and the audience until the plot forces them to play one of their cards?

Withholding information to create a mystery or heighten the dramatic tension of a situation does not make a Mary sue.
That's just good writing.
Take Alucard from Hellsing, a character who's abilities are impossible to stop, yet he's presented as having imposed limits from the first episode/volume. When the narrative "writes itself into a corner" and presents a situation where there is no logical way for the protagonists to survive he pulls some bullshit to save the day.
This is inherently justified because the narrative establishes from the very start that his true capabilities haven't been shown yet. Giving the audience an incentive to continue watching, to not only discover his capabilities but to discover how he became so skilled/powerful alongside the political drama of Hellsing vs Iscariot vs Millennium.
Foreshadowing can be presented as a mystery or puzzle that is yet to unfold.

The series then drip feeds his backstory throughout, further justifying the ludicrous extend of his abilities.

Imagine if he was presented a desert vagabond with no training in combat nor magic, then his feats would be an example of Mary sue writing. Hello again Rey.
Instantly in par with Kylo's use of the force, can repair a starship mid flight despite never flown before- let alone leaving the planet and has the combat prowess to overpower trained swordsmen, soldiers & Jedi/Sith knights... Because she used a pole to help her traverse the desert & read a few books?
F#ck off.
Sincerely.
F # C K O F F

This is why you can't retroactively fix Mary sue, the damage has been done. Any retroactive explanation would just be the greater narrative & world building bending to accommodate her previous immunity to threats.

Again:
A Mary sue is a character for whom the entire narrative & world will bend to accommodate their continued success.