Re: Peggy's status
Personally, I don't think that it was said that they had filmed a scene between Steve and Peggy and then deleted it and that it was just originally in the script before being taken out by Joss, thus the scene itself not having ever been filmed.
Be that as it may, i think she may still be alive and see no reason why she couldn't be, even after the fact that a reunion between her and Steve in the modern day was originally intended to take place in "TA".
I think it would be bittersweet, probably one of the most saddest scenes in the MCU thus far if we saw Steve reuniting with an elder Peggy at the end of CA2 and them sharing their dance, and it would just be a icing on the cake if she were to finally pass away right after that.
For me, she definitely represents the last obstacle that Steve needs to overcome before he can truly move on with his life in the new world.