I agree, I'm not one for making a fuss but where there is a clear threat of violence, nd a threat of using knives, and the children recorded it (!) Then you have evidence and can go to the police.
Sadly children of this age ARE capable of very nasty, cruel and violent behaviour. (Remember the Bulger murder.)
So, deal with the bullies via the police, and then the meeting with Head teacher can be about protecting your daughter, broader safety in the school and what lessons the children are being given on bullying online offline, inside school and outside school.
Take a printed copy of the school's bullying policy with you and go through what it actually means in practice, if needed. And if you are not satisfied, be prepared to calmly tell the Head that you will escalate to the school governors.
Also ask to arrange a follow up meeting for one week's time, to find out how the school is getting on protecting your daughter.
I do hope your DD is coping okay, and has some friends she can rely on in school.