How would you say "He always calls her Penelope, her middle name" in Spanish.

Question

Answer

Él siempre la llama Penélope, su segundo nombre.

Answer

Literally is "El siempre la llama Penelope, su segundo nombre", but if you want to tell an other person that to Penelope tells by her middle name. The phrase it's  a little different.

For example:
Isabel is talking about of her husband (Carlos)  and her  daugther(Penelope) with an other person and she means that Carlos calls to Penelope for his middle name. You can use any of these phrases.

"Carlos siempre le dice a Penelope por su segundo nombre"
"Carlos siempre  llama a Penelope por su segundo nombre"

Now if Penelope is a middle name then  you could use this phrase.
 
Carlos siempre le dice por su segundo nombre "Penelope".

I hope I've helped.
regards

Answer

él siempre le dice penelope, su segundo nombre