Calisto I beg of you I know a marriage of convenience seems perfect for your prince head, ...

I'm sorry but Callisto has been in her corner since the beginning. Penelope is just so scared and wrapped up in the mechanisms of the game system that she cannot see actual reality. She thinks that the only way that someone will fully support and protect her is if their favorability is at 100%, which is just ridiculous. You can have people protect you and support you even if you are not their #1 favorite person in the world. She just cannot bring herself to separate this basic human knowledge from what she considers a game and characters in a game. She is in survival mode the whole time and in many ways, she doesn't consider Callisto or any of the other guys human. Callisto grew up without concept of love and in an environment that was forever trying to kill him, very similar to OG Penelope, and he still is willing to open himself to her, but in the way an actual human would to another, offering companionship and support but not pledging to lay down their everything because their relationship is just not there yet. That is not how HUMANS behave. He should not talk about love when he's never known it. He's offering everything he knows he can give. His support, his strenght, his companionship, him framing it under the guise of an arranged marriage means nothing because it doesn't change the offering at all. I'm sorry but he hasn't done anything wrong at all. It's Penelope who cannot divorce what she thinks she needs from what she actually needs, and as try seeing him as an actual complex, thinking human.

Yeah, I understand what you're saying about him showing his support the way he can and not being taught was love is, I get that he won't be the greatest in demonstrating it.
However I think you're forgetting that she's too wrapped up in the game because she's terrified of being being murdered by the very people who just started to warm up to her if she doesn't fill the necessary conditions.
Of course she's gonna be stuck in survival mode the whole time, when she's constantly aware that anything less then 100% from a character will lead to her being murdered.
In my eyes Penelope did what she had to do, in no point the story gave her leeway to relax.
And to be honest I think she avoids getting to close to people and seeing them as people because she was also never treated that way. People either tramped her few attempts of reaching out, treated her like she had no feelings or expected the worst of her.
After a while that tires someone, so I think right now she's in the mental state of "being vulnerable means getting hurt, so I'm not doing that anymore".
In the end, I guess my point is that if Callisto wants to pursue her for real, he needs to do some emotional thinking real fast and realize what she needs isn't the kind of support he offered (marriage of convenience), but actual emotional support.
He needs to stand by her emotionally and not only socially or politically, because I think that's the only thing that will make Penelope's walls crack.
(And I think in normal conditions she wouldn't demand anyone to be 100% devoted to her, but these aren't normal conditions and now that the deadline is approaching, as of this last chapter she has basically lost all her faith in surviving).
So yeah, I still wanna hug her, bc she's just tired of all this game thing, in a perfect world she'd have time to calm down and accept Callisto, but currently girl thinks she's about to be murdered ; - ;