I think Chloe is just trying to show Penny that she is the boss!
My silky is spayed but SHE still MARK!
Thankfully, she only marked when we are out, never at home.
You might have to catch Chloe in action and give her a stern 'NO'.
She is just being naughty and stubborn like my Junior.
No matter how stern we were to him, he just pees and poos around the house or just next to the newspaper!!