RobinW,
My daughter similarly has life threatening allergies, however, not to nuts but eggs and milk, so as you can imagine there is never anything which she can safely eat at parties. The only way I have found to safely deal with it (apart from not letting her go at all) is to check with the Mum beforehand what sort of food there is going to be and try, as far as possible, to provide something along similar lines. She happily goes along with her box of food and, so long as she has a party plate, happily puts her own food on it and eats with everyone else. I also ask the hosts not to provide egg mayonaise sandwiches (which seem to ooze out everywhere), explaining why and they have always obliged.
With regards party bags I simply ask that no loose sweets or cake is put in. Any unsuitable sweets which she is unable to eat are simply swapped at home for a suitable alternative from her "safe sweets" box.
I agree with Mears that your daughter needs to be very aware of the foods she cannot have and develop the necessary confidence to question adults who may not be wholly familiar with her condition and most importantly to say NO if there is any shadow of a doubt. I was "lucky" (if you can call it that) that my daughter was diagnosed at a very young age so has grown up with her condition and developed the necessary strategies to deal with it. Also, she has never known anything different so has not had to struggle through a deep learning curve and radically change her eating habits.
I personally would never leave an epipen at a party unless I was confident that there was someone there who fully understood the allergy and could administer it if necessary (which is very rare). I always leave with the host home and mobile contact nos and piriton syrup with full instructions regarding dosage and make sure that I am no more than 5 minutes away in case an emergency arises.
With regards the "fear", I don't think this ever really leaves you - indeed, for the first dozen occassions I plucked up the courage to let my daughter go to a party on her own I sat around the corner so I could get there in seconds should a situation arise. Sometimes, even if its just on a hunch of a feeling, I still stay - you have to go with your gut instincts.
I hope the party went well today - let us know how you got on!
Coral