Sasha never landed a quad in competition. She's the only U.S. lady who ever attempted one in competition. But she didn't land it. I think Peggy must have said something like "Sasha wants to become the first lady to land a quad" but the video only gets the last half of her comment.
I rarely watch Sasha's 2002 Olympic LP but every time I do I think "groan, why didn't she just to a 3z2t?"