I think the wizard is a trap. He supposedly often helps Yvonne by revealing Penelopes schemes; maybe he can do that because Game-Penelope trusted him too much?
Penelope should just kill wizard and Yvonne. Bam, 2 problems solved.
In any case, my bet is on the prince. They're both isolated by their surroundings, and dude's probably lonely... giving her a good shot on getting his good side.
They'd also complement each other nicely - the fake girl who gets killed for being lippy, and the legitimate heir who is never made to face consequences no matter what he does.