Fixing foot joint on Marvel Legends nebula

You can get some ideas here-
http://www.figurerealm.com/customtutori ... view&id=47
http://www.figurerealm.com/customtutori ... view&id=22

maybe drilling a hole carefully through the broken peg and the disc,and glue it back together with a stiff piece of a thin nail in it?

What I usually do with a figure that has tight joints is heat up the area, that will soften the plastic enough for the joint to move, and I've rarely had a joint that's gotten stuck again afterward. Once the plastic is soft just move the joint back and forth several times while it cools down and there shouldn't be any problems. If there are, just repeat the process.
Now as far as the broken peg is concerned I'm not sure what to tell you, it may help if you better describe the damage, did the peg on the ankle joint physically break off? If that's the case, very small pieces at stress points will likely break again after being "repaired", I pretty much guarantee you're not going to be able to simply glue it back together and expect it to hold. You could always replace the entire lower leg with one from a compatible female figure, though looking at pics I see the original piece has sculpt specific to the figure and a generic leg swap won't likely be ideal, even if you did both. Alternately you could cut off the end of the leg (part that holds the ankle joint disc) below the last ring on the lower leg, measure and cut the same amount off the lower leg of a "donor" figure with a good ankle joint, then glue it to the Nebula leg.