Hmmmm. Nice question.
1. I don't think that a girl penguin will ever show up in series. That is . .more for fanfiction. But who knows ? They had a female falcon popping out of nowhere , Marlene dating with Fred , so , who knows what is inside of brains of PoM creators ? So , yeah , It might happen. Logically.
2. I personally , don't think that Rico will love anyone besides his doll. But , as I said before , everything is possible. Skipper loved Lola , and they both got in troubles when they wanted to save their girlfriends . Skipper forgot Lola and dated Kitka , and dumped HER. I know that Rico is gentle , romantic and protetctive to his doll , but that may change.
3. All of the penguins had some . .. love . .issues. Or something like that. How ? Well , Skipper fell in love with a Mary-Sue falcon ( sorry xDD ) who popped out from nowhere. And fogot about his doll ,as I said , and dumped Kitka too. Kowalski said he loved Doris ,but he fall in love with that van ( xDD ) , and Private . .well , he didn't dumped anyone, except maybe Cupid , but that was .. uh . .love on first sigh or something. He's too young and innocent , I guess. Rico neither. Looking on the other side , Kowalski was the only one who didn't "died" , so , maybe , Rico won't have any problems in his 'relationship' with his doll , or , I might say , Charlotta. Still , who knows what can happen ?