Pegasus Confusion : GTA 5
Solution 1:
In GTA, there are two basic vehicle ordering modes. The first allocates the vehicle to one of your personal garages (or hangars, etc.) upon purchase. The second allocates you the additional ability to order the vehicle from Pegasus on demand.
Many vehicles can be ordered from Pegasus and then stored into your garage, thereby converting to a personal vehicle (e.g. an Insurgent Custom). Aircraft and vehicles fall into this category. I'm not aware of a way to save watercraft, nor would you necessarily want to.
In the case of an Insurgent, you'd order it from Pegasus, then take it and park it in your personal garage. It would not be necessary to modify it first. The Insurgent Pickup can be modified in any weaponized vehicle workshop, including MOC and Avenger workshops.
Is it better to have a Pegasus vehicle? In many cases, yes. Pegasus does not have a wait time between ordering a vehicle and having it delivered. For aircraft, it usually results in the aircraft spawning closer to the player than with ordering the personal aircraft. You can also order a Pegasus vehicle for yourself, then give your personal vehicle to a friend.