We didn't see any pegasus with Valkyrie in Thor: Ragnarok, and it seemed like Hela had killed them all earlier.
And as Doctor Strange brought people from the same timeline, how did she get the pegasus back?
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If you look carefully you can see many Pegasi escaping the battle in the upper middle of the screen.
Presumably, Valkyrie knew where they were or perhaps they were taken during the evacuation of Asgard and then escaped the Statesman before Thanos attacked (just like the inhabitants of New Asgard).