I'm telling you, it's has be Old Man Steve unless Alexei miss the fact that "Cap" was either Black or has a metal Arm lol. It's the only thing that make sense to me because I don't think that he lying about it to the inmates because why would he mention it to Nat during the run?
For one, they were separated when they were on the run.
Another thing is he would lie even if it wasn't Steve to make the story greater. In his opponent being the great Captain America his country always compared him to.