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Most(if not all) of them were intended for river and shallow water operations.

Not a big difference back then. Oh, yes. IIRC, efficiency of steam machinery was around 3% at the time(modern Diesel engines have efficiencies around 35-40%). And that's at cruise - at flank it would be a lot worse.

Technically, yes, but why? Steam machinery back then is bulky and expensive; your backup is your sailing rig. Not much need of having twin shafts unless other considerations come into play.

So it was HMS Penelope, then. Mind that before people started feathering propellers(Propeller (aeronautics) - Wikipedia) around(IIRC) the early-to-mid-1870s, propellers caused so much drag when not being used that it was common to disconnect and lift them inside the ship - many ironclads had...

Earliest twin-shaft warship I can remember is around the 1860's... HMS Pallas, maybe? Wikipedia page on her doesn't help, and my Parkes copy isn't exactly on hand... but it's around that time, mid- to late-1860's. Twin-shaft configuration was chosen because the RN wanted a shallow-draft ship for...