Check the "Missing Persons" section of the Campaign Log. If Penny disappeared into the mist and you are on Penny's trail:

Penny nearly runs directly into you. Her whole body shakes with panic as you hold her safe. "A-are you alive?" she cries. "Is this nightmare finally over?"

Take control of the set-aside Penny White story asset. For the remainder of this scenario, she does not take up an ally slot. Next to Penny White's profile, record Penny is alive.

Flip this card to its enemy side and spawn it at your location. If you are on Penny's trail, it spawns exhausted and unengaged. Otherwise, it spawns engaged with you.

You find Penny's apron lying on the ground, covered in blood. There is no other sign of her.

Hunter.

Forced - After you successfully evade Penny White: Take 1 damage.