Should there be any scenes with Regina (the one that hates Penelope) when she says she'll be waiting in the locker room? I tried to find it but nothing happened, so i just carried on with the story.
she's in there, you wont see her when you walk in but there is a white glowing spot on the lockers. click it and it will trigger her interaction. make sure you have a save point before that tho.....fair warning!