What the website is saying is that they are not providing any failure insurance cover for these particular airlines mentioned on the list.
The Pegasus website is still trading therefore I would imagine the airline is still operational. Marcus Hearn the Insurance Brokers may believe the airline are not sound financially therefore withdrawing the airline failure insurance to new customers.
Viking are also mentioned on the website but is also still trading.
Along with this there are no mentions on the CAA website.
Unless there is sound evidence I suggest that rumours like this should cease unless correct evidence is provided. I do not wish to see passengers re-considering using these carriers therefore worsening their finances and eventually entering administration.