Thanks for your responses.
I have often noticed her go very quiet when friends or her cousins mention their Daddies. It's as if someone has switched off the expression in her face.
She is constantly asking 'Why did Daddy die?', and 'Why did Daddy not meet [DD2]?'
Today, I went to test drive a car and she became absolutely distraught at the idea of having a new car - proper, heaving sobs and 'I want my old car'. When we got back to the dealership, she announced completely appropos of nothing to the salespeople 'My Daddy died' - she has never done that kind of thing before.
She's not acting out as such, though the potty training has been a long, drawn-out process, not helped by the fact that she is very aware that she was a baby when Daddy was alive and that he did a lot of the nappy changing (there's also the complication of a new baby sister). I think we've finally cracked that one at least - she's been dry for three days now.
Up until a couple of weeks ago I was getting between 3 and 5 hours sleep a night (my late evening insomnia coupled with DD2 waking early), so I have been horribly tired and irritable and much too short-tempered with her. She worries about making me cross and hates to see me cry, hence my guilt at messing her up. Since DD2 has been sleeping through, I have managed to spend a lot more time with her and been less stressed and shattered - we've been doing craft-type things together, reading lots of stories etc. after DD2 goes to bed. She seems generally happier these last few days, yet seems to be getting more and more affected by things. Or - horrid thought - perhaps I'm just noticing it more now.
We talk about 'Daddy' a lot, remember things, look at photos, I tell her how proud he would be of her and how much he loved her, so he is very much in our everyday lives in that way.