I started this before the last few episodes of S4 aired and I'm not really sure where this fits into canon now, so consider it AU where Olivia isn't pregnant. I warn you, this is fluff of the highest concentration.
First time he asks, he doesn't even know he's about to.
They're in her office, going over a case that they're so close to finishing. Tantalisingly and therefore frustratingly close, and as the facts are weaving together, Olivia says something. Asked later, Peter wouldn't remember exactly what it was that she said. It's a nonchalant comment on her part, but suddenly the case is like an open book to him. He looks up at her and the first thing to come out of his mouth, instead of an explanation, is:
"No," she says casually, without a hesitation.
He doesn't seize upon this rejection and goes on to tell her the sense he's made of the case.
The second time he asks, a little more planning goes into it. Peter sagely acknowledges that any planning at all would have been more planning than the last time.
So, this time, he goes the whole hog. A ring is bought (hours poring over a jewellery shop counters yielded nothing, until the dejected walk home when an antique ring caught his eye in the window of antiquities shop), a fancy restaurant is booked and Olivia's frown is deeply enjoyed when he tells her to dress up. If it were up to Olivia, every occasion would be a dress-down occasion.
That evening, the velvet ring box burns a hole in his trouser pocket and he can't seem to stop fiddling with his tie. Walter seems to realize, somehow, what he's going ask Olivia tonight and keeps giving him strange little grins. Peter could have sworn he saw a flash of purple tuxedo sleeve as he past Walter's room, but it might just be his imagination and nerves.
As he waits in the restaurant for Olivia, he wills himself to calm down: it's just a question. How can one little proposal inspire such nerves in him? He's kept his cool in the most impossible and even life-threatening situations and yet asking Olivia to marry him is too much for him. By the time Olivia arrives, he's managed to organise his thoughts into some fragile semblance of calm. At the entrance, Olivia's lined eyes fix on him and the smile she gives him is stunning. She looks incredible in a flowing grey silk dress and her shiny hair is tied back into a smooth bun.
"You look beautiful," he tells her honestly, pulling her chair out for her.
"You don't look so bad yourself," she responds, cheeks lifted in a half-smile.
Peter doesn't quite know what the protocol is for these sorts of things so just goes with the flow of conversation. From what little he knows of marriage proposals over dinner and marriage proposals in general (knowledge garnered mainly, he admits, from TV shows and movies), he thinks they tend to happen towards the end of the night. And rather ironically, from all the worrying and thought he's put into tonight, he's not even sure what to say. In hindsight, this is something Peter really should have thought through earlier but he thinks c'est la vie.
In the end he opts for complete subtlety. He guesses Olivia wouldn't want a big fuss made over it anyway. And he's always thought making a huge scene in front of a restaurant full of people was slightly cruel, as anyone would feel obligated to say yes just to please the onlookers; Olivia can say no if she wants to (he hopes she doesn't but he has to be prepared for all eventualities.) And besides, if she does say yes, there's nothing stopping him from making a scene then. In fact, there would be nothing that could stop him.
After the main course, during a natural lull in the conversation, Peter takes the ring box out of his pocket and slides it across the table without saying a word- because really, it's unmistakeable and he has asked her before, however brief that proposal might have been.
Olivia's sharp eyes spot it right away and he measures her reaction carefully. Her mouth falls open a fraction and she stares at it for a moment that feels more like a lifetime than a moment. Then she carefully, purposefully, slides the box back to him. He nods with a slight sigh, accepting this. She smiles apologetically.
"I'm not saying no," she tells him, cupping his cheek in way that's so customary to them that it feels like saying 'I love you'. "I'm saying…" she searches for the words "-…keep asking me."
Peter looks at her, brow furrowed. "I'll know when it's right," she explains.
He nods, putting the ring box back in his pocket. He knows it won't be the last they've seen of it, and for now, that's good enough for him.
The third time he asks…Well, that's the point. He doesn't.
Being a self-confessed man of the world and having travelled extensively by anyone's standards, Peter has experienced all sorts of luxury during the course of his life. He's stayed in the seven-star hotel in Dubai (for two memorable nights, after a scam of a few fat-cat oil barons came off particularly in his favour)
And yet, while in a slightly weathered wooden bed in Boston, he can't remember the last time he was this comfortable.
Mostly, he acknowledges, due to the woman currently occupying half of said bed. Her head in the crook of his neck, arm extending lightly over his bare chest. Her presence seems to sink him into the sheets, their entwined bodies creating a mould in the mattress.
He's so comfortable, in fact, that he wages a petulant war against the light hitting his eyelids. Like a child rebelling against a parent (and Peter would know all about that), he simply refuses to open his eyes. He doesn't want to start the day and he'd much rather stay like this, thank you very much. He knows Olivia is awake, if not alert, and smiles as she turns her head to rest her chin on his shoulder but keeps his eyes firmly shut. He sees her, as always, on the inside of his eyelids anyway. There isn't a thing in this dimension –or the next, for that matter- that could separate his eyelids right now.
"Peter, will you marry me?"
She's watching him with a small triumphant grin, but apparently, completely serious.
He didn't even ask.
"Err…yes?" he says, so surprised it comes out as a question.
She grins and he can't help but mirror it. "I told you to keep asking me, but I didn't rule out the possibility of me asking you." She shrugs in his arms, still smirking. He stares at her and then starts laughing like he's never laughed before.
"To answer your question properly," he says, between laughs. "Yes, Olivia, I will marry you!"
"Good. We're gonna need that ring," she says, leaning down to kiss him.