I'm reasonably certain that the Peacekeepers relate in some way to map size. First time I ever saw them was on an Immense map in TOA, and I've never seen them anywhere else. Never had the mega pirates and can't say I'm sorry... they're one of the mega events that tends to be unbalancing in favor of the human. Dread Lords appear to be one of the purely random mega events - if you invoke them with cheats, the Dread Lords and the galactic plague are the only two appearing right at the start of the game without making any changes.
I've had the Jagged Knife twice, once on TOA and once on DA, and I haven't noticed the AIs not responding to them (as previous posts claim). In DA they got a free (?) ship on all their planets, so the militarily weak races (Torians, Korx) ignored them but everyone else didn't. In fact the Korath declared war on them the turn they appeared.
In TOA the AIs were a bit more hesitant. Some of them, like the Altarians, had built no military whatsoever and were presumably scared off by the single fighter the JK rush-bought. Again, though, the militarily strong AIs went against them pretty fast. All the surviving races are at war with the JK by now.
It would be nice if the Jagged Knife ever actually did anything, although it would also be annoying unless they took less planets on average. Right now, they're effectively an armed colony rush, one where you have to fight to get planets. Still, definitely succeeds at shaking up the galaxy, and in a way that doesn't massively disadvantage either the human or the AIs.