OP, you may not appreciate people saying my daughter had issues because she didn’t know this film was made up at first but your lack of appreciation of that doesn't mean it might be true.
Your daughter would have had it explained before it was put on, by the teachers, that what they were about to watch was fiction, the term dystopian may have been used, mention of it being incredibly popular, being based on the novel second only in popularity to Harry Potter may have been discussed too. There is no way on earth she would have been taken into a classroom and the video put on with no context of what it was, or why she was watching it in English.
So you have to ask, what part of all of what the teachers said went through one ear and out the other? Why did she persist in believing it was a news item instead of a dystopian fantasy? What 11 year old does that?
It's bizarre. If she is lying and exaggerating about the traumatic effect it had on her, why is she choosing to behave in such a way?
Either way, the 'issues' line is certainly one to investigate.
And I'm even more bemused why, when your 11 year old tells you they are unable of distinguishing between the Hunger Games and real life, you never thought to ask more about why this was the case. 