About Peeves following orders, the only being Peeves absolutely follows orders from is the Bloody Baron. Everyone else, it's like he does it if he wants to. He loves the idea of giving Umbridge hell, so he follows those orders with glee.

Come to think of it, I don't think Fred and George hold Peeves in quite the same contempt as the rest of the students do. Wonder if they've worked together before?
With Percy telling him to show himself, I don't think he really
has to. Everyone who knew Peeves knew it was him, so not showing himself really wouldn't have made much of a difference.
He seems to take orders to cause mischeif a lot better than orders to behave himself. Which is why, like I said, I think he's more than happy to listen to Fred and George, and also Nearly Headless Nick. But when it comes to behaving himself, the only person he'll usually listen to is the Bloody Baron (or who he THINKS is the Bloody Baron, as in P/SS when Harry pretends under the Invisibility Cloak to be the Baron).