Other than Huddersfield Town in the League One promotion playoff final yesterday, what national teams or clubs have failed to score on their first three penalty kicks and still won the shootout? http://www.bbc.co.uk/sport/0/football/18127853 says what every shooter did yesterday. Sheffield United's goalkeeper, their eleventh shooter, shot over the goal to end the shootout with Huddersfield Town winning 8-7.
Also, has a club team ever gone so long without scoring on a neutral ground? Its 6 and a half hours of playoff final now, plus two FA cup semis and a half a game plus extra time since Alan Cork scored against Wednesday at Wembley, 1993. I make that 10 hours 45 minutes with no goals. I went to every one of those goalless games, at old Wembley, Old Trafford twice, Millenium Stadium and new Wembley, witnessing missed penalties, a last minute heartbreaking screamer, the manager getting sent to the stands, a referee bodychecking our players, and one of the greatest saves of all time (and now a 22 shot penalty shootout), so hopefully I'll be excused for having decided not to subject myself to such torture in person last Saturday. Not that I'm moaning, you learn not to moan after a while, just sit back and watch the horror show unfold with no sense of expectation... a bit like watching England!
In reply to your question with regards to not scoring on a neutral ground, I don't know. I do know as a Lincoln fan we probably have the record for being terrible on a neutral ground!