Perhaps that's a common enough name in Canada, but here in the US there would be no cannonicalcanonical way to pronounce "Penhallow", so you'd have to ask the holder of the name.
There is perhaps a certiancertain small subset of names that have an expected "correct" pronounciationpronunciation, (eg: Smith, Brown, etc), but this is not in them.
Complicating matters is that it contains the word "hallow", which different English accents pronounce differently. I doubt it is consistent across all of Canada. For instance, where I live that word is pronounced with a short aa and the "ow" as a long oo for the sencesense of "to make holy", but more like a short oo and the "ow" as either a short aa or more like an "er" if it is in the sense of "a valley between two hills".
Your best bet is probably to either change the question to, "Canadians: If you were saddled with this last name, how would you chose to pronounce it?", or to just pick a pronounciationpronunciation you like, and move on.