I eventually found peach schnapps at this wine shop on third level of Holland V Shopping Centre. It's a tiny shop but has a great range of liqueurs.
I was going to recommend that one actually. Another good place for liquors is the wine shop opposite the supermarket in the basement of Paragon shopping centre. Got some Cachaca there the other day and they have an exquisite old brandy, though waaaay out of my price league.