Re: Peggy's status
Agreed, from the subject matter and tenor of the conversation and the way they interact he visits her regularly. When Peggy has that episode of Dementia we see the reaction she probably had when she first saw him again after almost 70 years. How calmly Steve reacts, how he talks to and soothes her, gives her water speaks to how often he's done this. Though it obviously hurts him he's not shocked or thrown.
The Russos said in an long audio interview with Empire - that visiting Peggy and the Smithsonian (to see a young Peggy, to see Bucky, The Howling Commandos and his past) is something he does routinely.