Those sorts of prime directives are ultimately based around not causing greater harm by trying to avoid lesser harms.
As far as helping save an individual or small group goes, there are few times when that becomes relevant. You can interfere so regularly to save a species from predation that you affect the predator species, or you so consistently managing to save a species from harm that they modify their behaviour to be more risky because they know that they have an ultra-powerful benefactor who will help them out when it all goes wrong.
That doesn't apply to penguins trapped in a hole. They got unlucky, and letting them die there has no positive effects. It just results in a hole full of dead penguins. Even if you assess that they're there because they're stupid, letting a couple dozen penguins die in a hole isn't going to meaningfully raise the IQ of the penguin population.
Where you can help another creature at minimal cost to yourself and with no reasonably conceivable harm being caused, only a monster would choose not to do so.
Once you start interfering, where do you stop?
This seems like a sensible question, but it's the wrong question to ask. Instead of looking for a rule to cover all possible situations, learn to think about how to assess each situation on it's merits. In some it will be obvious that intervention or non-intervention is the answer.
In some it may be unclear, and there any reasonable person can act according to how they feel about the potential benefits and harms of the situation. In such situations there is almost never going to be a clear, absolutely defensible answer. So you should do what you feel is right, because you're the one that is going to have to live with it.
If you're following some Gazelle's, do you start trying to make them get away from the Lion each time? If the lions corner a baby Gazelle, how do you teach the Lions the conundrum of morality that is only a human concept? Put yourself in danger to rescue the baby Gazelle from a pack of hungry lions? Flip it around and what if you're filming the Lions and they're clearly hungry and dying because of a few failed hunts. Do you try and corral some injured Gazelle's towards the Lions so they feed?
The only interesting question there is the starving lions. Obviously, one does not herd gazelles towards starving lions - that's making a choice as to which animal deserves to live. But if you had food available that you didn't need, do you give some to the lions? Maybe, but there's maybe a consideration to avoid having the lions learn that food comes from humans and therefore more aggressively seeking out humans as a food source. It's not black and white.
It's also an interesting exercise when given animal examples like this to replace one of the animals with humans. Do you try and help cows escape from the humans who hunts them? If the humans corner a baby deer, how do you teach the humans the conundrum of morality that is apparently not exactly a human concept? Do you put yourself in danger to rescue a kitten from a pack of hooligans? If you're filming a conflict and people are clearly hungry and dying, do you try and corral some animals towards them so that they have food?
