I'm not certain Peggy married a Howling Commando in the MCU.
Note: the following is just my personal opinion (and I admit I could end up being wrong)
Someone in the CA:TWS forum mentioned that in the "Art of" book it's revealed that they were originally planning on starting TWS with a WWII flashback to reintroduce Cap and Bucky but that they opted not to as they realized that information was, essentially, going to be rehashed later during the Smithsonian scene and so that didn't make it past storyboarding with them instead just throwing the audience into the modern world with Cap at the beginning.
So I think the "difficult winter" that Peggy is talking about in her 1953 footage at the Smithsonian is what that flashback sequence would've been (given the concept art). In her interview footage she says "That was a difficult winter, a blizzard had trapped half our battalion behind the German line. Steve.... Captain Rogers, he fought his way through a HYDRA blockade that had pinned our allies down for months. He saved over 1,000 men, including the man who would become my husband, as it turned out."
Now, maybe it's just me, but the impression I got in TFA was that the Howling Commandos were pretty much always with Cap, if that's the case and that they were not part of the 'trapped battalion' then Peggy's husband wouldn't be an HC but instead some unknown soldier in the trapped battalion?
And that probably doesn't make sense (I've got middle of the week brain.... is it the weekend yet?

)