Dear Antonio, we have seen this type of modifications in some of our structures. The modification of the cysteine (to cysteine-sulfenic, sulfinic or sulfonic acid) usually arises from exposure to oxygen during crystallization. We managed to prevent this by either adding TCEP to the protein buffer and/or setting the crystallization trays in an anaerobic chamber. This modification is, to the best of our knowledge, irreversible.
Have you tried the cysteine in a (CYS+CSU) alternate conformation (meaning that some molecules got oxidized and some weren't)? Regarding the PEG, you can try PEG, PGE or PG4 which are smaller than PE4. HTH, Jose
