Penny has read a few dead people before, so that won't be a red flag really (and I've been playing it that he doesn't auto know it's a vampire just by mind reading, though it's up to you on that).

I don't think he'd dig so deep as to find the angel. Usually he only picks up surface thoughts if the person is shady or to prove he's psychic. He only goes deeper if someone proves to be an enemy or is unconscious and in need of prying.