I don't think You need to worry about it so much. I wnt with my just 4 year old daughter at the weekend to a party of a 5 yr old friend of hers in a soft play area. As far as the play was concerned, they all just did whatever they wanted and because the place was so huge, mostly went off in completely different directions. There were no cliques playing together excluding people, but it was a boy's birthday so maybe that explains it.
I would have told your daughter she was not being nice if I were your DH, saying that it would make the other girl sad, when she said it, but not making a big deal about it. Was the other girl sad? A lot of children that age just let it all brush over them, and noone is really surprised if a just 4 year old doesn't have great manners or empathy, it's something they still have to learn. I think it's interesting that she said it though - she must have heard that kind of behaviour modelled somewhere. Maybe the influence of the other meltdown girl who tried to monopolise her?
As far as the other girl blowing the candle, I would have done exactly like doMeDon suggested. Bratty behaviour like that should not be encouraged. Cannot believe her mother. She should have removed her from the situation if she was threatening a meltdown, not pandered to it.
I wouldn't bother with the getting your daughter to apologise/ apologising to the mother thing - as has been said above, it's too late, and making it into a big thing now could make the situation worse. Only if I happened to see the girl's mother would I maybe apologise casually, and say I hoped that it hadn't upset her.
Out of interest, how many children did you invite?