“Frank and Penelope” (2022) tells the story of a man from Austin, portrayed by Billy Budinich, who encounters an appealing dancer, Caylee Cowan, and together they journey toward West Texas—though they mistakenly find themselves in a town governed by a captivating but disturbed figure played by Johnathon Schaech. Kevin Dillon appears as the Sheriff. Sean Patrick Flanery wrote and directed this unusual romantic road mo…