Local Peggy Setup with Ethereum Private Chain and Relayer

Dear Community, ( @cwgoes )

I want to create the following scenario in my Local machine:

ETH Pvt Chain <--------> Peggy<--------> Relayer (Cosmos Hub)<-------> Peggy<-------> ETH Pvt Chain

I want to run all five components in different machines connected through my local network. My goal is to have PoC by sharing information between 1 & 5.

According to my understanding Hub provides you set of validators. So can we have set up local Hub as we can do in Polkadot Relay Chain concept?

I might be wrong. Please correct me if my understanding is not correct.
I am looking for a positive response. I will be grateful to you.