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It is a convention within Shakespeare's plays for characters to build the tension the audience feels by speaking in word play that is true from the audience's perspective but confusing from the perspective of the character. It is dramatic irony--we understand that the peace that the Ross' family experiences is different from the peace he would probably envision when he hears the words. When Ross says they are at peace, he means they are dead and no longer troubled by the problems in the world; MacDuff, however, would understand peace to mean safety. This response to reporting death and misfortune is a pattern in Shakespeare's plays. I think Shakespeare does this to tease and flatter his audience, and also to draw attention to human's inability to communicate clearly with one another, even in extreme circumstances.
The words, coming from Ross, also fit his character. He seems uncomfortable with violent displays of emotion. Earlier he has taken his leave of Lady MacDuff because he didn't want to embarrass himself by staying and speaking more. He has a strong sense of honour and propriety. I think he has difficulty saying the lines directly because he doesn't want to see MacDuff "unmanned" by his grief.That would embarrass them both.
I don't think Ross is lying as much as he is perhaps equivocating, although not in the same malicious way that the witches equivocate. Ross is naturally reluctant to reveal to Macduff that his family has been murdered; he may literally mean that the last time he saw the family, they were well. That statement is true. Because, however, he knows they're dead, he may refer to the peace of death in his response to Macduff's question.
Despite this attempt to avoid having to tell Macduff the awful truth, on the other hand, Ross eventually tells him that his family was "savagely slaughtered." Every time I teach this play, I'm horrified by this blunt remark. Perhaps Ross is so distressed to have to deliver the news that he simply blurts out the truth. At any rate, I'm always shocked.
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