What is the penatly for illegal substitute?
Is it the same for both fed & obr?
If possible, site rule #.

The penalties are completely different.

For OBR the substitution rules are 3.3 through 3.8. OBR has no listed penalty for illegal substitutes. By interpretation, an illegal substitute is ejected from the game, but the result of any playing action made while an illegal substitute is in the game stands.

The FED rules are much more complicated, but at least the rules are spelled out! In FED, re-entry, courtesy runners, and a more varied DH rule all impact substitutions. The rules are in 3-1-1 through 3-1-4. Penalties can variously include an out, restriction to the bench, ejection, and reversal of the results of playing action. It's more than I want to try to summarize.

I had an illegal c/r. (ie, it was discovered that the c/r running for the catcher, had earlier in the game, also ran for the pitcher).
What would be the penalty, if any, for that?

Remove the CR and place a correct one. It may require a restriction to the bench for the wrong player but I don't think so. I think that restriction is for a player coming into the line-up incorrectly.