Is there a specific order I should do things so I don't miss out on anything?
For example the Penny questline if you haven't met Katherin through the Tia questline you have to go to Lucius and in the walkthrough it says this leads to a potential NTR route when Penny get's more content.
Or doing Emily's questline before Frisha's and Frisha refers to what you've done with her mother throughout her scenes, things like that.
Mmm, I don't believe this will have a perfect answer until the game is completed, which might take years from now. There is no perfect playthrough, and I also don't believe there is a way in which you get all the content in one playthrough. There are choices you (have to) make and they will create a different game experience. You could save at certain important decision moments if you really wanted.
Most likely you will just replay the game at some point in time, once you're hooked. And then take a different route/ different path. As you said, there are even subtle text differences depending on what you do in what order. E.g. having sex with Kate before having sex with Claire or vice versa, subtle nuances but they are all over the place.
I'm sure choosing who helps Penny will have an impact on your game in some future time, but it might be 6 months from now or 2 years from now for all we know, so best approach is to not worry about it too much. Once the game reaches completed state in the far off future, we probably all will start from the beginning again anyway!
