How do you tame the pegasus?
Shooting anything at it will insta-kill you, and it doesn't have a torpor bar in the first place.
Get close to it and it wants to kill you, and will do so in a single hit. Even if you manage to dance with it a while, there doesn't seem to be any E prompt to Feed or Access Inventory or even Ride.

I've scoured the net and all I can find are tames from people who have cheated - how are you meant to do it naturally?