Pretty sure it's illegal. You can get peptides (even GLP-1's) legally from various sources for "Research Purposes", but they're marked as "Not For Human Consumption" (even though, on the sly, I'm sure they're aware people are buying these for human consumption and they provide purity tests etc.) What makes it illegal though, is when you say it is for human consumption, or worse market it as a treatment for a disease. That's when you actually need FDA approval.

Compounding pharmacies generally operate outside of what we typically think of when we think of "FDA approval".