They don't link to it among the links to Peterson's books (as far as I can tell) and they don't mention it in the interview, but Peterson's doorstop volume Playing at the World treats extensively of the roots of D&D. Looks like this Appendix N would make a great sourcebook (in the academic, not roleplaying, sense) companion to that book, since it mentions and describes lots of D&D's sources in (especially) fantasy fiction, but doesn't include substantial excerpts of those works.
[EDIT] Link (amazon, sorry):
https://www.amazon.com/Playing-at-World-Jon-Peterson/dp/0615...