In this Letter, we demonstrate that the two claims of z ? 0.03 O VII K a absorption lines from Warm Hot Intergalactic Medium (WHIM) along the lines of sight to the blazars H 2356-309 (Buote et al.; Fang et al.) and Mkn 501 (Ren, Fang & Buote) are likely misidentifications of the z = 0 O II K ß line produced by a diffuse Low-Ionization Metal Medium in the Galaxy's interstellar and circum-galactic mediums. We perform detailed modelling of all the available high signal-to-noise Chandra Low Energy Transmission Grating (LETG) and XMM-Newton Reflection Grating Spectrometer (RGS) spectra of H 2356-309 and Mkn 501 and demonstrate that the z ? 0.03 WHIM absorption along these two sightlines is statistically not required. Our results, however, do not rule out a small contribution from the z ? 0.03 O VII K a absorber along the line of sight to H 2356-309. In our model the temperature of the putative z = 0.031 WHIM filament is T = 3 × 105 K and the O VII column density is N_{O VII} ? 4× 10^{15} cm-2, twenty times smaller than the O VIIcolumn density previously reported, and now more consistent with the expectations from cosmological hydrodynamical simulations.
