Rube Waddell didn't wear underwear at all, much less a jock and cup.
Hughie Jennings may have been odd, but I wouldn't get the idea that he was some kind of half-wit fruitcake...he was a practicing lawyer, during and after his baseball career. I wouldn't be surprised if the injuries he suffered in a horrible car accident might have affected him more than beanings, though.
I think that Pepper was probably an uncouth jerk, but hardly insane...I've played with plenty of guys in baseball and softball who didn't care in the slightest about the welfare of others, not lunatics but just jerks. I had one teammate in TX force me into a collision at home by lofting a throw on a guy we had by a mile instead of throwing normally...we had two 220lb guys hit head on instead of an easy tag play. He did this because we hit it off wrong from the start and he didn't like me, I was a Yankee, and I had messed up a play a few minutes before. Neither I nor the runner was hurt, although there was an audible crunch when we hit and the ump cried out something like "Holy Crap!" when we hit. The jerk stood there at SS and laughed after the play (I held on for the out), and I decided to get him later rather than make a scene on the field. The guy running the team must have asked him to not play anymore, because I never saw him again. As a P, the same guy would also take the game ball he was going to pitch to the opposing team and slam it into the concrete repeatedly before the game, and insult and swear at the other team if they complained. Honestly, he was probably pretty typical for the kind of middle aged guy who has a rotten job and just has sports to give his life some meaning.
"I throw him four wide ones, then try to pick him off first base." - Preacher Roe on pitching to Musial