In RWBY and the Seven Sirens, Shantae's choice of guests from other series sans Ruby (namely, Banjo and Kazooie, Hat Kid, the Cupbros and Chalice) might seem strange, but Shantae was introduced in the same story as Banjo and Kazooie, while Hat Kid, the Cupbros and Chalice are all indie game stars, much like she is, meaning that the choices actually make plenty of sense.
In Rise of the Mammalians, Penny was researching a cure for the Phazon during the events of Galaxy Conquest 2. In "What if Junko Won?" things aren't really looking good for Penny there considering what ends up happening. The fact she's never seen in the story only makes it worse...
