Summary:
When connecting the Pegasus RAID storage enclosure and a display to the Thunderbolt chain, the connection order does matter.
For Apple Thunderbolt Display (27 inch):
First: Connect the Apple Thunderbolt Display directly to the Mac via the Thunderbolt port.
Next: Connect the Pegasus RAID storage enclosure to the Thunderbolt port on the Apple Thunderbolt Display.
Additional Information:
Apple knowledge base article HT4885: Thunderbolt display connection options.
For Mini DisplyPort displays, including displays connected via HDMI to Mini DisplayPort adapters:
First: Connect the Pegasus RAID storage enclosure directly to the Mac via the Thunderbolt Port.
Next: Connect the Mini DisplayPort display to the Thunderbolt port on the Pegasus RAID storage enclosure. DisplayPort displays must be on the end of the Thunderbolt chain.
Additional Information:
Apple knowledge base article HT4744: Mini DisplayPort display must be last in a Thunderbolt chain.