Hmm, not sure about that. My first thought would be yes, they can germinate in compost. Seeds will germinate in nearly any environment provided the temps and moisture levels are adequate. However, there may be some issue with the compost itself such as wacky PH, or other imbalance. I would let them go another half to full week. In the mean time, you could always start another batch just in case and that way you won't lose the time if the others fail to ever pop up.
Bruce

Thank you so much! Great advice. I'll start more and keep an eye on the others.

Jo

During germination heat is more important than light for pepper germination so make sure they're in a warm place until emergence. The cooling effect of watering can slow this process so water with room temperature water if you're not germinating in an ideal setup.