How much does the physical size and shape of a RF antenna affect its range/penetration?
Completely. Utterly. An antenna is fully defined by its shape and size and material.
A minor modification in design can pretty drastically change an antenna.
What would the difference be in these cases?
Sorry, the answer is:
Antennas aren't that simple.
An antenna has to be designed exactly for the frequency and bandwidth, impedance and direction that it's going to be used. So, it's not like you can just take every design and make it twice or three times as long and expect it to just continue working.
As a practical example:
A very common antenna is the quarter-Wavelength monopole. If you double its length, you get a current maximum at the boundaries (where there used to be a minimum) when the feed point has a maximum – which is certainly not what you'd want when building an antenna with the same wave impedance, and still having a main beam normal to the dipole's extension.
So, no, we can't tell you how these other antenna are going to behave. You'll have to specify exactly how they'll look like, and then, you'd normally either manually analyze them, or throw a simulation at them.
Does any of these changes impact the overall signal strength?
Signal Strength and Antenna shape and size aren't directly related – using a different shape will yield a different gain pattern, i.e. the antenna will radiate in different directions with a different relative power, but it's also not like it's monotonous that a simple "enlarged" antenna will yield to higher gain in the normal direction of the antenna – on the opposite, at some lengths of a linear antenna, you'd actually get zero emission in the direction that you seem to think is always the main direction.
And: by changing the size of your antenna, you also change things like the impedance, and that means you'll reduce the efficiency of the antenna!
If so, roughly by how many times relative to the first one?
Something between 0 times as much and 100,000 times as much. Impossible to say.
So: I'm afraid there's no shortcut to learning antenna and antenna system basics if you want to design antennas. Sorry.
Now, you have a complicating thing: the concrete obstacle.
Again, sadly, radio propagation isn't that simple, either. An emitter that hits the wall with very nice, plane wave beam in the center will probably be absorbed the most, whereas something that "hits" the edges of your wall will probably make use of diffraction and refraction – but that depends on the relation of wall shape, wave length, wall material (are there steel armaments) and relative positioning of wall, antenna and target (measured in wavelengths).