Hi kalt,
I’m currently attending an Anglican Mission, but was raised Baptist and have attended non-denomination and Methodist churches.
I have not attended a church that has formal confession. I do think that some Anglicans and Episcopalians have confession but it is not required, and perhaps Lutherans do too.
There is general public confession in some situations (I am a sinner in need of forgiveness type of confession).
I think it is not uncommon for protestant ministers/pastors to hear informal confessions from church members, but there would be no penance in the Catholic sense.
Self-penance - I’m not sure, since I don’t know what a Catholic is required to do for penance (I am guessing that the things I
think I know are probably not correct

)
I confess my sins to God through Christ, asking for forgiveness and guidance in not repeating the sin again. If it is something that is more serious in nature, or that I need accountability for, I will also talk/“confess” that to my husband or a good friend.
ddc