I fought Penelope and at the beginning of the battle I shot her immediately and she just no waved not sure if its a bug or not but its kinda awkward that she died in one hit

I wanted it to be a quick-draw shootout fight, in line with Penelope's whole cowboy witch look. If you don't shoot first, she also kills you in one hit. Plus, I think it's funny to have a dramatic conversation and full boss intro for a fight that lasts like half a second.

Also, if you've already fought Rena, you can parry Penelope's shots and walk up and punch her.