Trying to do some connecting on the Pegus family but having trouble with Captain Peter Pegus Pegus-6 born 1786 who came out to Australia. Multiple sites claim he was born in Grenada. Now there is a Pegus family who owned the Union Estate in Grenada but that was owned by a Reverend Peter William Pegus Pegus-48 born 1792. Unlikely to be brothers one military and on religious, with the same name. But a death notice for one of the former's children suggests a link as a relationship to the Marchioness Mary Antoinetta Huntly is cited, her being 1st cousin to the Captain's son Lieutenant Campbell John Pegus. The first owner of the Union Estate in Grenada was a Peter Pegus who died in 1803, not birth record found. Could he have had two sons the same name???
It was very common in English upper class families to have sons in the military and other sons of the same family in the clergy. The military has its own clergymen too. Have you looked at the will of Rev Peter William Pegus, or just the National Probate Calendar? The latter only lists the executors, not the beneficiaries.
Rev Peter's father was Peter, who may be the Peter who died in 1803. Rev Peter didn't marry until 1821. This is his entry from the Cambridge Alumni Database at Ancestry.