Welcome To BYC
I'm sorry to hear about Penelope.
Unfortunately, it can be hard to know why a hen died without further investigation.  Having a necropsy through your state lab will give you the most detailed and accurate account of what caused her decline.  If you want to use your lab, double bag the body and refrigerate it, call and make arrangements to send it in.
Sometimes, having a professional necropsy isn't always possible.  Some of us do our own looking for anything obvious like Fatty Liver, Reproductive disorders, cancer, etc.  While an informal investigation is not always perfect, sometimes it can shed some light on a condition if it's fairly common (like Cancer you'd see tumors, etc.).  If you wish to do this yourself, take photos and we'll try to help you with what you see.   The main things I look at when doing my own are the major organs, abdominal cavity and reproductive system. I'll post a very good video below, it's a professional necropsy and of course, I certainly can't do one like shown, but the organs are labeled, and he takes time to explain a lot of things, if nothing else, it's very informative.
I do see that she has what looks like a wound, a bit of bloody feathers at her wing, is there a large wound under wing and on her side hidden by feathers?  Have you inspected the body closely for signs of injury, wounds, maggots/flystrike or parasites?   Some of these things can be contributors to decline.
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You can look up your state lab here:
https://www.metzerfarms.com/poultry...3IiAZyWkZqh4nV7fs9iQAQLmMu56lbzYIheKRL-efdn1y