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HFSS doesn't know where your Penrose polyhedron starts (of course there is some first vertex, but you can't be sure yourself). Every operation is performed around the coordinates origin.
Therefore, create local coordinate system attached to the object first. But to avoid you project becoming a garbage pile, create local coordinates only inside significant parts of your design (typically centers of symmetry). Put your objects to zero, rotate, deform them, then cast anywhere you like relatively to zero. Then apply Boolean as you like.