The elevator didn't open to the roof, he had to dash across a hallway and in to the stairwell before he'd get there. When he opened the door though he saw her there.
Quickly, before she could keep running, he held both hands in view and called to her, "Please don't run." He was a little bit pleading, not ashamed to be. He was tired and hurting and very scared. "I don't want to hurt you, I couldn't if I wanted to. I don't have a phone or anything else. I just...I'd like to stay with her." He wasn't sure how much of the woman he was talking to was Peggy and how much was what they made of her but it didn't matter. She wasn't hurting his daughter, had comforted her even. There was no reason for him to think she would, as long as there wasn't anything to provoke her.
"She seems to like you. I don't mind if you want to hold her." He put one hand against the wall to support himself. He wanted to give her a name for the baby but, knowing what he did of the Soldier's past, he wasn't sure if Maria would be the right one. "I like to call her Honey."