Re: Peggy's status
The filmakers clearly don't want to be boxed in, committed to one storyline when they don't even know quite how they want to get a character to a certain point. They may know the end they want to achieve, but at the time the Avengers filmed, there may have been discussion about how much of Cap's past they wanted to address in an ensemble piece.
My best guess is that due to the tragic nature of Cap's lost love, they didn't want to settle that plot point until he was in his own story. The Cap/Peggy romance was the best one in the Marvel cinematic universe, so far (although I do really like Tony/Pepper) and they want to give it the weight it deserves. So, NO, in my opinion, this scene, while nicely done, is not yet cannon.