The time frame of the miniseries - 1946, with Peggy still working for SSR, and SHIELD not yet founded - makes it unlikely to me right now that they'll adress the paperclipping of Zola. The plot kicks off when Howard Stark gets accused of having sold weapons designs and plain old weapons to the enemy and asks Peggy to clear his name and find the real person responsible before going on the run. (Btw, I suspect this is the last we'll see of Howard in the miniseries before the last episode.) (BTW, since Howard in the Marvelverse worked in the Manhattan Project, there's an obvious real life parallel here.) So basically you have an narrative arc where Peggy has to hunt down the various Stark McGuffin on the market now and figure out the overall people behind it while also putting her life back together and finding a role for herself in a post war world, and that it will be completed by the time the miniseries ends.

This being said, there's some room for speculation as to whether we'll get some intended shadiness (other than the sexism and the beating up of a captive by the male SSR agents), because Jarvis and Howard have a conversation in the pilot that makes it clear there's been something Howard hasn't told Peggy (so it may not be as straightforward as "I got framed!"), and also, the two scary Bad Lieutenants who showed up so far hunting for the McGuffins have undergone some sort of operations (they have scars on their throat and aren't capable of speaking without artificial sound enhancers). They're also tall, strong and blond, and since a favourite Marvelverse trope is that villain x tries to replicate Erskine's supersoldier serum, and since Peggy for different reasons checked out Steve's original file from project Rebirth (thus reminding the tv audience Steve started out as a thin kid and was artificially changed), I suspect these guys will turn out to be failed attempts at super soldiering. And not by the Russians.