Interesting
The version 1.3.1 appimage looks like it was made with a 'buntu 18.04 base. Appimages are not completely independent of the operating system and that appimage throws up libpango errors.
Not insurmountable, you can steal the libpango files from 'buntu 18.04, unpack the appimage and load the files. It does mean you have to run the unpacked peek program.
FWIW, I am setting up a kubuntu 20.04 laptop, so this is a screen capture of peek running and capturing for a gif. Sort of a 'droste'
Snags: Once capturing I could not move the capture window. Moving it stopped the capture.
This demo 3' 30''
https://youtu.be/xFzhdLoCy48 no audio. Makes a peek capture, plays back with gwenview (the default kubuntu viewer) then opens in Gimp 2.10.22 (appimage)
IMHO: Much better to capture as video with ffmpeg.