[More spoilers ahead]
I had a few thoughts about this! Initially, I assumed the peacock had something to do with the myth of Argus Panoptes: acording to Ovid, Juno (Hera) saved Argus's eyes and set them in the peacock's tail after he was slain by Mercury (Hermes). It's also interesting given that, in Hermes's shrine, you can see two peacock feathers on the table whose colouration match P's.
Obvious points against this:
- While it's nice to imagine there's some resonance between Hermes slaying Argus and there being peacock feathers in Hermes's shrine, that was ancient history… and P's grandfather visited the hotel relatively recently. (Though they could be some sort of memento or reference.)
- Argus was a giant, not a peacock; though it's established that in MH, Greek/Roman mythology as we know it is merely a dominant narrative and wildly inaccurate, so perhaps there's a kernel of truth in there.
- It doesn't quite tie in with P's explanation that his name is super complicated—unless he's lying or there's some other name for Argus I don't know?
- Ultimately, the feathers in the shrine might just be a leftover from P's grandfather, no references or deeper significance necessary.
- P is apparently Brazilian, as you mentioned. Obviously, mythological creatures have migrated around the world (Luke has Greek ancestry), but still makes it less likely they have some deep familial connection with Greek mythology.