Pegasus wasn’t to fight wars but to end them.
Gate
An overlook area of Pyramid Dam was used for the Entrance Gate to Project Pegasus.
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Tunnel
The Southern California Edison Eastwood Powerhouse was used for the tunnel area of Project Pegasus.
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Hangar
Edwards Air Force Base was used for the hangar area of Project Pegasus, at least the parts that were not CGI enhanced.
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Records Area
Carol and Fury search for evidence from her past life in the monstrous records area of Project Pegasus.
The Southern Regional Library Facility at UCLA was used for the records area under Project pegasus. Thanks to MovieMaps for helping to find all these locations.
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(Captain Marvel, 2019)
MCU: Location Scout 