Paco Cabezas: Paco Cabezas. Director: Penny Dreadful. Paco Cabezas was born on 11 January 1976 in La Puebla de Cazalla, Sevilla, Andalucía, Spain. He is a director and producer, known for Penny Dreadful (2014), The Umbrella Academy (2019) and Mr. Right (2015).