According to the Anza Borrego website, Peg Leg is closed as of Dec 07, 2020:
https://www.parks.ca.gov/?page_id=1016
You could call the ranger station for the latest: (760) 767-5311
Also, across the road is an open area that may or may not be part of Anza Borrego S.P. so you might be able to dispersed camp there: 33.28909, -116.29372