Thank you very much for help with Abygale
It seems that I can't finish her quest. There is no such point about quest in the dialog screen...
Now about Penelope:
1. I read a letter for Penelope and press "OK" in it
2. Than a question appears: "Bla-bla-bla, do you want to add it to your quests?" and two buttons "yes" and "no"
3. Than I press "yes" and than in the log window (bottom left corner of the screen) I see inscription:
Did Not Find Script Keyword: search
Did Not Find Script Keyword: 61
Did Not Find Script Keyword: 1
Did Not Find Script Keyword:
And that's all.... nothing happens.