If a PBN gets hit by google, is it a rule of thumb that all the sites linked to from that PBN will get penalized as well?
Or the PBN gets deindexed and the link value to other sites is just lost?
I've had both happen in the past. A few times, my money sites got deindexed as well. Those were churn and burn projects however and those PBNs were terribly built.
Most of the time, the PBN gets deindexed, money site remains intact, but it loses tons of power backlinks and it might pretty much fall off the cliff. Google hates when sites lose links.
I've also seen a few cases where, after the PBN penalization, the money site never recovered the rankings. Like everything SEO, it's very "ad hoc" scenario.
Regarding purchasing of PBN backlinks - As it has already been mentioned here, be very careful whom you are buying links from. For longer-term projects, which you are planning to work on for a couple years, bought generic PBN links are an absolute no go.
If you want to have a nice "quick" ROI, then by all means, use them, but even then be very careful.
I will open my mouth here now - The blue colored name and a nice fancy sales thread with a few cute reviews doesn't mean, that the seller is qualified to turn on a computer.