So very sorry to hear your sad news - Cheddar was just a star cat, wasn't she? A beauty, a character, a one-off. I don't think she could have lived with anyone who love, appreciated and 'got' her more than you did, so, even though you're shocked and grieving now, I'm glad you had your life together.
It's hard for the vet because they don't want someone who's upset to come back and 'blame' them. But I'm sure, in your heart, you know it was right - all your instincts would have kicked in to protect your girl from further suffering. You did the greatest service any of us can, to be with her bravely to the end.
My heart goes out to you and Penelope, you'll both miss your little friend. And she may take a little while to adjust, but cats do - I've just watched my girl go through that process after losing her brother, and after a few weeks of confusion and feeling insecure, she rejigged her life and routine and is a happy cat now.
Have lots of cuddles together, you'll get each other through this! 🤗 Thinking of you.