Assuming you had to use the same players (Kane, Maguire, Rashford, Sancho, Saka), what order would you have put them in if you were the coach? Or do you agree with Gareth's order? I understand why you would want Kane first or second, to get off on a good start, but it also seems you should have one of the better kickers 4th or 5th in case it comes down to the line like it did.
You should always start with your best and then second, third best etc. There's no point in saving someone good for the 5th kick. Because it's often decided before that kick. Yes, Portugal saved Ronaldo for the 5th kick in 2012, they lost. Then in 2016 he shoot first and they won. I am sure Southgate had prepared several lists, based on who was on the pitch, available subs etc. When it came down to the shoot out, he probably asked each one if they were up for it, I am sure, at this level, nobody says no. It is almost funny to see how much easier it is to score when the occasion is less important. Shoot out in the Euros bronze final in 1980 ended 9-8, only 1 of 18 kicks missed. England had no problem scoring 6 of 6 in the Nations League bronze final. Seeing the Europa League, ending 11-10 (?), I guess that trophy was not something the players cared much for.
It also depends on the goalkeepers. Donnarumma and Pickford were excellent. De Gea never looked like saving any in the Europa League final. That he is now a back up with Spain says it all.
Donnarumma is very tall, looks intimidating up there on top of all that pressure. I'm sure it got in their heads. Pickford's save vs Jorginho was amazing.
You can score penalties that no human can save, if hard enough. You have 1 square meter (ok maybe a little less, but almost) at the top of each corner of the goal, that no human standing in the middle of the goal can reach, not even Donnarumma. Sancho and Saka, relied on pot luck, they were kind of easy saves.
My theory is - after Rashford went wide, Sancho and Saka were probably thinking "ok at least get it on target", so they overcompensated and played it safe. Looked like Sancho was looking left to trick the keeper who didn't fall for it.