A large portable dog carrier would do the trick if it hasn’t hit its full plumage, but alternatively a large sack or towel wrapped around the body might do, letting the head and tail out, so long as someone can hold it.
I’d suggest a towel wrapped around the body and loosely tied with some ropes, being sure not to squeeze the ribcage (birds can’t breathe if you squeeze them), then a loose sack over the head to calm it. People transport chickens that way.
Alternately, one of those long, thin plastic boxes that people store plastic Christmas trees in, with holes in the lid for air, would probably neatly contain an entire peacock and its fancy tail. It’d be bulky to carry, but easier to wrangle than a peacock.