Glad to see this new direction of focusing less on adult aspects and more on the story. Penny was never a lover — she was the comic relief — and the story really has to reflect that. If there are some adult scenes in there along the way, fine, but it can't be the main driver of her storyline, because it would be too out of character for her. And I think that's okay.
If you were to offer a penny for my thoughts, I'd love to see this story take a sharp left or right turn somewhere around the end of the current content. Leah should convince Penny that continuing to investigate is too dangerous, and they should move to a new town to escape. But Despair should follow her and continue hurting people that she helps. Penny should be the only one aware that this is happening, and should then be secretly investigating the behind Leah's back. Ideally, Despair should also realize that leaving a trail of bodies is going to draw too much attention, so he should focus on hurting people in other ways, which will make this more plausible.
The main story should then focus on Penny trying various jobs/hobbies and getting kicked out of each one because of her creative insanity and taking things too far.
She could try photography and get kicked out of the studio for bringing live jungle animals in, resulting in the expected chaos.
She could try becoming a flight attendant, and get kicked out for coming up with some over-the-top way of handling handsy drunk passengers in first class.
At some point, Leah could discover that she is still investigating Despair, and move out. While the relationship is on the skids, Penny could join a convent, then convince them to reenact the nativity in some over-the-top manner that results in things going horribly comedically wrong. The baby Jesus could somehow accidentally be hoisted up into the rafters in place of the angel, and nobody knows where the kid is. So the baby Jesus would have to be replaced at the last minute with a goat that tries to eat Mary's clothing before pulling it off of her, knocking over the candles and setting the building on fire. Penny would put it out with a fire hose. The bishop would suddenly realize that the infant is about to fall from the rafters and would run to catch it, then lose his footing because of the water and slide down the aisle, out the door, and into a group of nuns who would go down like bowling pins. Something over-the-top like that.
And in each of these bizarre situations, she should somehow discover more clues that will help her defeat Despair, or perhaps create tools that end up being useful later.
It should culminate in some bizarre epic battle of good versus evil in some unexpected place, in which Penny sets a trap that's so Rube Goldberg that nobody believes it could succeed, and in so doing, saves Leah's life along with the life of somebody high up in the police force or government or both. And somehow, Faith and Merc's infant has to play a role in the plot so that you can say that Despair was defeated by Hope.
In the denouement, everyone accepts how brilliant Penny is, despite being utterly insane, and they all agree to let Penny be Penny, even if it means that she puts herself in danger by being a private investigator (or maybe she ends up becoming an actual detective on the police force?). Leah decides to trust that Penny will keep herself safe. And so on.
So what looks like it is going to be a story about Penny growing as a character ends up being a story about everyone else learning to accept others for who they are.