[Maybe Steve can see the contempt in Schmidt's expression, just maybe. Because of course Peggy could be killed, he was sure of it; she was human and humans just died so easily. But he can't say any of this out loud. One day he would prove it, though, he swore he would.]

And lying is now a crime here, is it? I have never claimed to always be honest, but I have changed, and I think that my actions have proven this. So if the police examine this conversation, they will only discover that you and I have some disagreements. And Peggy is part of them.

Though she did save my life when we were in the warehouse. [Not that he needed her to, mind you. He would've been fine on his own.]