Peggy was in the 40's, but no one knew she got frozen like Steve and bucky did. So Peggy is in the time as well, she's a secret SHIELD agent for fury with her wife, Y/N Black.

Y/N is a vampire from the 1800's, also known as the killer Jinx. Peggy and Y/N live each other, they are both secret SHIELD agents for fury.

Fury needed Peggy and Y/N for a mission, so he took them to the compound.. But when Steve saw Peggy, he got shocked..