This is exactly why I was desperate over the "mystery person" being a boyish-looking girl (it was way too obvious). It's never too late for more gay ships.
Do all these chrs normally have horns? It would work better if the middle one didn't imo. i.e 1 human with 3 succubus or whatever they are, as a harem.
Penny indeed had a soul. She described herself as the first synthetic being able to generate an aura. Aura, in that world, is a unique property of the soul. Thus, unless it eventually is revealed that her injuries weren't, in fact, fatal (meaning that her soul didn't leave her body), fixing the body still wouldn't bring back the actual PERSON of Penny.
Penny's death didn't make much sense and seems largely just like a cheap ploy for shock value because A) being dismembered shouldn't be anything more than inconvenient for a robot designed specifically for combat and B) magnetic shielding exists and you'd think it would be employed to protect the "brain" hardware of your incredibly sophisticated and important state of the art robot so she didn't get murdered by a stray magnet..
Considering how close they are, theyr other hands should at range of holding the other by the shoulder or the waist, but it doesn't look like it. Must be holding something else, then.