This is what I love about pickles, they're so easy.
Prep the veg, make the brine, pour, cool, refrigerate.

First things first, wash your peppers, then slice them into whatever size pieces you desire, then stash them in a clean glass jar.
If the peppers you got are hotter than you like, remember to cut out the white membrane/ribs (connected to the where seeds attach) because that is where most of the heat is stored.
Take all your spices, salt, sugar, water and vinegar in a pot and heat it to a boil, stirring occasionally to dissolve the salt and sugar.
Let it boil for 2 to 4 minutes to make sure all the sugar and salt is dissolved and the spices have totally infused their flavor into the pickles.

After the brine has boiled, pour your brine over the veg, then add your rye, stirring gently.
Once the bottle is cool enough, put on the cap, give it a gentle shake just to make sure the rye is blended in with the brine, and refrigerate for at least 24 hours.

I'm not suggesting you heat the alcohol with the brine. The reasons for this are many.
Reason 1: Learning is a process.
I don't want to repeat the incident I had with a pot of booze flaming up.
Reason 2: Capsaicin is alcohol soluble.
The Cody Road Rye whiskey will dissolve some of the heat.