OP, I was in your shoes.
My dd would attend parties and spend all of it crying on my lap. She never wanted to leave and always looked forward to going to the next party.
Every sports day she would spend in tears, trembling, almost being physically sick.
She would cry whenever she was handed to anyone but me and dh as a baby.
As a toddler she would stick to my side like glue and never wanted to go to nursery.
She would cry every morning before school, but would be fine when she was there.
She'd cry if a stranger (child) sat next to her on a bus or a ride at a funfair.
She'd cry if it was too noisy or crowded anywhere.
I bought every book on the subject.
I took her to the gp and asked could she be referred to a psychologist. He said let's wait and see.
In year 5, she wanted to try a drama group. She went and loved it. She felt able to express herself in a safe environment. Since then she has gone from strength to strength and now at nearly 13 is a confident, beautiful, funny, friendly girl who stands on stage and takes part in plays. She is in top sets and loves school. She has a close circle of friends whom she loves to go shopping with. She still hates crowds and noisy venues, so concerts are still not something she enjoys so we don't go.
It sounds as though your daughter is sensitive and a deep thinker. I thoroughly recommend the books "What to do when you worry too much" and "The Highly Sensitive Child".
Sometimes, the world is overwhelming for these children and they need a quiet environment to thrive.
She'll get there.