It sounds to me like Penelope is just telling Paco who is boss. Pigs are very scent oriented and one of the first things they do when they first meet is to poop and pee to tell the newcomer something that we don't understand (like a dog marks its territory). My guess is that she is going in her room to tell Paco that it is her space. This intro period of fighting and bathroom messes should only last a few days. After she gets used to him and feels comfortable and confident again she should go back to her sweet self. Pigs love to have other piggy friends and she will soon love Paco as much as you do. Good job on getting Paco and rescuing him. I would give it a week or so. Good luck!