I'm not ready to jump into the Pegs/Mafia/Family tie yet. The strongest of the tenuous links is talking Angel into delivering Latch's body. It could have been some sort of Family tie but that would mean that Pegs knew about Angel's tie to the Family. She would have had to know that before Z-day or Angel would have confided in her after getting to the Tower. Not sure that happened.
The "No guns for me" thing with Pegs could have any number of causes from her past including personal trauma.
I think Pegs is going to figure in how this story ultimately plays out. It might be as little as a motivator for Michael to do something heroic/stupid because she is in danger or it could be something as big as being a key player in the ultimate showdown/reveal for We're Alive. Either way, I think we are gonna learn something about Pegs that makes us say WTF!?!?!
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