I'm wondering if doing a permanent redirect from your old domain to your new would be the thing to do? Hopefully someone else can jump in here and add their expertise as I've never tried this. I do not think the penalty would transfer to the new domain but neither would all the link juice from the old domain, which really isn't doing anything currently since you are being penalized.
I have a client whose old SEO company ended up getting them penalized. We have not filed a reconsideration request since we are only 48% of the way going through the spammy backlinks and asking for them to be removed. Most webmasters aren't responding but some are and I have noticed our rankings increase considerably even though no reconsideration request has been filed. Have you tried going through ask asking for all the spammy links to be removed? If not then that may be why they have not removed the penalty.