Lower frequencies is better at penetrating than higher frequencies, however I have heard hams stating that UHF is better inside buildings and cities....
No, switch that around. You've got it backwards. Higher frequencies are better for penetration of buildings. Lower frequencies are better for achieving greater distance communications. That is why UHF could get out of your closed building while VHF couldn't. Remember that the higher the frequency, the shorter the wavelength, and the smaller the 'hole' that is required to let that signal through.