"Penalty kicks" refer to the kicks awarded during a match and not the ones after a match to decide the winner, those are called "kicks from the mark."
A goal keeper may be substituted for prior to a penalty kick during the match, if the goal keeper's team has substitutions remaining.
A goal keeper may only be substituted during kicks from the mark if they are injured and only if the goal keeper's team has substitutions remaining.
Naming a field player as the new goal keeper is always an option, but that is not a substitution.
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If a team has substitutions remaining they may substitute on a penalty kick. If no substitutions are remaining, then putting a field player in the goal keeper position is allowed.
When taking kicks from the mark to decide the winner of a match, a goal keeper who is injured may be substituted for if their team has substitutions remaining (this is not true for the other players). If a goal keeper is so injured, and there are no substitutions remaining, then a field player must take their place.
you can only sub a player during extra time if you have subs left to make. once the whistle has gone the penalty takers are choosen out of the 11 team players left on the field at that time