Was it a mistake that all those ''Women in Rock'' stories never cited Peggy Lee as the ultimate prototype? Maybe, given that she was the first jazz-era ''girl singer'' to write much of her own material, in addition to being a control freak about image and staging. Sadly, she may be best remembered today for her Lady and the Tramp contributions, but Peter Richmond makes a convincing case that she belongs on a plateau with Bing, Frank, and Louis. You feel his conflicting impulses when he approaches what might be called the batty-old-lady years, but he manages both candor and respect. Fever is the rare bio of a golden-age entertainer that doesn't skimp on scandal but is quadruply concerned with conveying musical brilliance. You won't be left asking ''Is That All There Is?''