Yep, yep and yep.We did buy Penguin ASM's but I believe we sold them when the decision was made to not proceed with the Super SeaSprites.
I don't believe the Penguin has been integrated onto the latest variant. It was used years ago, but the Hellfire variants are the only missiles the MH-60R's operate at this time, AFAIK.
The threat has changed and Hellfire is a much better weapon for whacking swarm boats and the like than Penguin.